Glue? =P Gel might work too, not sure.

Not just Glue...

Superglue!

I would actually go the opposite way and say try to emulate his hairstyle without going for that "literal" look. I've seen cosplay with "similar hairstyles that look better in reality" and those with "literal interpretations of the hairstyle" and I tend to find the former better looking and more interesting myself.

That said, I think that it really depends on whether or not you like the wig/want to use it again. If yes, then I'd say go with a mixture of hairstyling products, most likely a gel or wax to get the basic shapes, followed by hairspray to hold. I recommend Got2b's hairspray. It's one of the best there is.

I would indeed like to reuse the wig. And I do agree with your first paragraph there - literal interpretations can look strange, unless strange is what you're going for.

But thanks for the tips.