Arda wigs has some fantastic quality wigs that are thick and not unnaturally shiny. Their wigs can also be heat styled, which is awesome because most wigs are made of kanekalon, which will melt in heat. Their wigs come in a variety of colours and styles, as well as having fun add-ons like clip-on ponytails and hairbuns in the same colour as many of their wigs! They can be a little pricey, but I highly recommend them.
Fantasy Sheep is a seller on Ebay that also make wonderfully thick, non-shiny wigs, but be warned that they are VERY thick. Thick to the point of heavy. Which is great for short wigs because you can't see through the wefts at all and notice that it's a wig, but can be troubling for long wigs.
Now, I will warn you that long wigs tangle throughout the day. Some less than others, but it will happen. You can freeze spray the hair at the back of your neck to prevent that hair from tangling, as it is the spot that gets the most tangled and nobody sees it anyway, but the main body of hair will end up as a mess at the end of the day. Silcone spray that is used for engines can smooth out the wig, but it will require maintenance to keep your wigs nice. It's totally worth it to keep the wig neat though!
Either way, I recommend you chat with some cosplayers if you have any friends who are interested in that. They spend a lot of time researching wigs since they want something nice for costumes and many places that sell cosplay wigs also sell natural looking wigs as well.