I really like Scully's hair like it is on my avatar. She looked really good with her red hair in early season 4 shoulder length blunt cut!
The wig looks messy and flat there but I'm sure it got conditioned, styled and given body again when on GA though. I feel bad for her though, last time she said it hurt and made her feel out of character cause as Scully, she always felt fine and this time she wore a wig and though "something's wrong with Scully cause something's squeezing her head"