so I know this is an old post but I saw it ages ago when it was first posted, then had some account issues, but I figued I'd chime in with some specific tutorials and information.
Katie Bair's wig dye! its a bit pricey, but it WORKS, though not as awell on tokyoloan fibers -
http://www.pettingzoowigs.com/wigsupplies_dye.html
tutorial on dying with inks rather than breaking open markers - again harder to dye tokyoloan
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http://forums.cosplay.com/showthread.php?t=57484
and there are lots of tutorials on cosplpay web sites I've heard about how to dye with perm markers, generally sharpies are preferred, and often are broken open as well.