Putting streaks and shades into a wig, is really the easiest thing in the world, though very time-consuming.
If it's your first time, shading a wig, you should use a tone slightly darker than the wig's actual color, just to test it out, by doing some vertical stripes on a layer that isn't too visible.
Once you get a good technique working for you, continue with the rest of the wig, with the actual color you need. Though it's always a good idea to go lighter at first, and then layer the color if you must.
When I finished putting in the pink shades into the blonde part of the wig, I moved on to the solid pink, which looked fine underneath the shades blonde, but I wanted a more real look to it, so I used a marker, a few degrees darker than the actual color, and put in very few, very thin and separated streaks.
At last, remember... when using markers and other sorts of pens, which is used for paper... Know that the color most likely won't stick in water (some will though).
You are, in actuality, drawing on plastic, which most inks (unless designed for it), don't stick on.
Markers will stick better to a heat-resistant wig, because of the different texture, but I do not recommend doing shading, the night before the con.