I have had better luck with straighter hair. Not sure just how much stress the perming adds to the hair but it would make sense that the less processing that is done to hair that is already over processed during the journey from donor to hairpiece the better.

That style would be perfect for a full cap, BTW. You wouldn't be able to tell that it's a wig even before it has broken in. Shorter styles can be poofy until the hair has a chance to relax a bit. Aside from getting used to attaching all that hair your life will probably be a lot easier once you make the switch.