Ok I am pretty excited about this becuase I just shampooed both yuki's and kyou's wig with real hair shampoo, and the things were fine, no lost of color, or hair. BTW the results were great, after shampooing, both wigs look even more realistic, with a realistic shimmer, it's soft too!
Here's some steps in case other fellow cosplayers may be intrested in knowing what to do with thier smelly wigs:

1. Prepare a small tub of warm water, take a dollar-size blob of shampoo (i used salon quality, with out conditioner) and mix shampoo blob in to water till bubbles appears.

2. dip wig in, if wig starts to lose color, forget about it! if it doesn't, dip the whole thing in and start to rub wig gently, like washing a cloth, but don't wrinkle it, just rubbing is fine.

3. rinse with a fresh tub of warm water, rubbing sampoo out this time, then dry it with blow dryer, but make sure you don't blow dry too close!

4. Comb and blow dry in intervals, like blow drying own hair.

vola! you should ahve salon quality soft wig at the end, if you don't, then it maybe the shampoo, or your blow dry techniques.. Good luck