By the way, if you do not know what an Oompa Loompa is, you must read Charlie and the Chocolate Factory by Roald Dahl - best children's author ever! Here's what the Oompa Loompas looked like in the movie version of the book. Notice their chocolatey costumes.
So, costume wigs. There are lots of fun ideas out there. Check out the mop wig tutorial on Martha Stewart. (I wish I knew how to imbed non youtube videos!) There's also a fun beehive hair tutorial here.
Here's a good idea for a Disney princess-type wig. If you don't make the wig, at least watch the end of this for a good laugh.
This is a fun all-over yarn wig that is sewn to a stocking cap.
Here's a great paper wig tutorial if you want to spend more time on a fancier look. You can learn French and how to make a wig at the same time!
Here's a fast, easy, and cheap paper wig tutorial. I really want to try this one! By the way, when you start searching for costume and makeup ideas, you run across a lot of interesting folks!