I agree with Matt (but then I usually do!), I'm not as heavy handed as I would have been if it were my natural hair.
I apply stuff more sparingly and I probably use different products because the hair is fake.
By different I mean less harsh or easier to wash out.
But thats out of choice, rather than necessity.
I don't want to use stuff that will damage the hair or weaken the attachment.

That said, most styling products act in exactly the same way on fake hair as they do on natural hair when it comes to styling.
Its just that some products are better for fake hair than others.
If you're willing to make the effort and put in the time, I don't think there are any restrictions to what style you wear your fake hair in.

This is quite a useful link, designed for newbies, that covers styling products (I think, I've not read it for ages) and has recommendations:
http://forum.toplace.com/showthread.php?tid=1719