I suggest buying a wig from Cosworx. http://www.cosworx.com/home.php
It's a site by cosplayers for cosplayers, so their wig qualities are great
I just got my Roxas and Olette wigs from them yesterday and they're BEAUTIFUL <3
I say, get a medium wig with no bangs http://www.cosworx.com/home.php?cat=2449
and in the colour that you want for Axel (they have colour swatches on there for each brand of wig, so be sure to read the grey print underneath the photos) and then style it. For cosplay, a wig usually looks better than real hair, and then you don't have to fuss about trying to do your own hair each morning before the expo and arguing with your mum over dying it.
Finally, because the site is American all of those dollar prices are pretty much slashed in half
So when you see a $30 wig, it's actually only about Â£15, Â£20 once you add on shipping.
Whatever you do, DO NOT buy any wigs from SillyJokes.co.uk. I used to get my wigs from there and after buying from CosWorx I'm NEVER going back. SJ is expensive and low-quality. ~_~
Shipping is fairly fast from CosWorx as well, but you don't have to worry about that since May is ages away XD
Styling will be the same difficulty for any wig (and, in fact, for your real hair!). Try to get a friend to help you, get KH2's character information screen up and spin Axel around for reference, and use lots of hairspray followed by a blast from your hairdryer. It could take several hours of hard work, but it'll be worth it. And if you mess it up, you can wash the wig and start over once it's dry, anyway! (Make sure to look out on the internet on wig washing though, there's usually basic information on the tag on your wig about washing anyway).
Wow, I blab a lot. @_@ *covers mouth*