Spray painting or using any of those hairspray products to dye a wig won't work. Well, they WILL color your wig, but it'll look like crap, and it'll smell really bad. You won't be able to use it, and it'll probably eat away at the fibers of the wig. So even if you could get it to work somewhat, it won't last very long.
You *can* however, make cheap wig dye by taking a spray bottle, filling it with alcohol (the 70% kind) then inserting black and blue sharpie ink tubes inside. You will need a few bottles, and you'll have to let it sit for a week or so to fully absorb the ink. However, this works more like a "tint" instead of a full dye job. I used this method to match light pink extensions to a hot pink wig with pretty good results. However, if you're going to try and dye a blonde wig to blue, it's just not going to work. I'd suggest using this on a blue wig. The red-purple tones in the black sharpie ink, should get a color close to your reference.
There's also a type of bottled ink that you can use, but I don't remember exactly what it's called. x_x Some friends of mine that do amazing wig work use it all the time. But it's basically the same process as using sharpie ink.
Unfortunately, most "walk-in" type wig stores usually carry natural colors. You may want to actually look online for a wig.
Avoid getting a costume shop cheapie. You're better off going without a wig. For that wig you're going to look for something at least $25-$35.
I buy mine from:
http://amphigory.com/(since they're located in indiana, which is a state away, shipping is SUPER fast)
http://cosworx.com(takes about a week to arrive, but they have a nice selection)
You'll want to look for a wig with bangs. You can easily style them using a low-temprature blow dryer and a cheap can of hairspray. If you have to cut anything, I suggest cutting it with a razor (the cheap kind with the handle that you use to shave). Scissors tend to leave really ugly cutting marks if you don't know what you're doing.
There's some other products you can use, like Got2bGlued, and there's a kind that comes in a big can/bottle thing. Things like gels won't do anything to a wig besides goop it up and make it look saggy and ugly. Hairspray works like a charm though. But stay away from using anything BUT a blowdryer to heat-style a wig. Anything else will melt the fibers.