If you don't want to use wire under the wig, you can always make a stencil of the shape and spray it on in a lighter colour? Even if you use one of those cheap 'hair colour sprays' from Boots or wherever or top-grade spraypaint, as long as it's hairsprayed afterwards it'll stay in place. I've seen people do wigs from Trapeze (Kuchuu Buranko) with hairspray or paint and that always seems to stay intact. It won't glow, but it'll give the right effect, and it might be a bit easier than hiding a battery pack!
For Gintoki, if you don't already have the wig (though I know you say you'd like to learn) there's a very nice pre-gradiented one from
MoeMall on eBay here! Quite cheap as well. I've got the Amaimon wig from MoeMall/Lucaille, and the gradient flows quite nicely on mine. It's done in different layers so if you don't like how it flows you can always trim the layers down too.
If you've already got your wig though you can use spray dyes (FW Ink/Acrylic Ink mixed with rubbing alcohol) to do gradients, but depending on how you dry them it could run. I dyed an extension with a gradient when it was first sprayed, but the dye ran and covered a lot of the outside while it was drying. Inside looked lovely though! I can imagine it'd be much easier on a short wig. There are plenty of tutorials online to show how to dye wigs with Acrylic Ink if you want to try it.