Real quick because I'm on the way to work (at at 5:55am already later than I usually leave :ohdear: but I don't have a 1st period class today so whatever)
eBay is good for wigs, I get the majority from there (unless there's a US shop with exactly what I need, selection is greater on eBay I noticed). HOWEVER, shipping can be who knows what if you don't cough up for the faster shipping since most are coming from China. I've had stuff arrive at both ends of the "7-28 business day" window. So depending when the con is, you might have to move like right now now now on a wig.
You can make extensions from loose wig hair (it'd be better if you were doing that method to buy a short bob wig and then loose matching extensions so the back hairline looks right - again, wigs don't operate quite like hair) however how the heck to actually attach them in some sort of practical fashion is beyond me.
Really, the best way is to get something predone (I had a predone Kagami wig when I got volunteered into Lucky Star shenanigans, it was worth the extra $$ to not have to figure out how the heck to make it work myself) either already in pigtails or with the clips, the one's I used were alligator clips so I have no idea how you'd make them yourself, but people with far more skills than I manage to.