All clothes are costumes, when you get right down to it. That's the idea behind the advice "dress for the job you want," as well as "beware of all enterprises that require new clothes" (Thoreau). So why pretend? Can't we just wear costumes every day?
And wigs? Can we wear wigs every day?
Spies are tricky, and so is Spy. I bet you think you know what the back of Spy looks like, don't you?