Back when I worked in theater, the wig shop had a giant, lovely machine called a wig oven that was used to dry wigs. As soon as a wig was washed or set, we could just slide it inside and in a few minutes the wig would be dry and ready to wear or pack away into storage. It was great, and there's no reason you can't have something as useful at home. Really, it takes five minutes and works like a charm.
1. A cardboard box big enough to fit your wig in on its wig stand.
2. A hairdryer.
Step 1: Cut a hole in the top of the box. Put your wig in the box. Close the box.
Step 2: Stick the end of the hairdryer into the hole.
Here is what this wig looked like after I took it out of the oven and uncurled it:
Then I combed out the curls with a wide-toothed hair pick so it would be wild and poofy.
Then I combed it into the style I wanted and used some pins and hairspray to keep it in place.
Then I applied dry shampoo as faux hair powder, and this is what it looks like finished.