There are many, from the "no-hair-at-all" option which works wonderfully well on some dolls:
to painted-on hair, as for the Izannah Walker style of doll:
Or you can make a moulded hairstyle like this:
And then there are options like using mohair still attached to the skin, or fur fabric:
Those are all very fine options, but the subject of the new PDF is, in my opinion, the best way of all to create a doll's wig, by hand-knotting mohair and stitching it onto a cloth wig-cap. Why is it the best? Well, you can create any style at all, depending on how you stitch on the strings of knotted mohair; it can be brushed and styled without falling out in clumps and it always seems to look just right on a hand-made doll.
It is time-consuming to make a wig in this way, but once you get the hang of it, it's the kind of thing you can do, like knitting, whilst doing something else. Take care, though........mohair tends to insinuate itself into everything, especially the dinner!
I'm hoping to have the new PDF in my store next week
PS: Here's a knotted mohair boy wig I made some years ago - this is a digital image from a photograph (can you remember the pre-digital era?) so apologies for the quality.