If you are makeup savvy you can also try contouring to help prevent the washed out white look. It can be very tricky. (I am NOT make up savvy, so im still getting the hang of the contouring ) Noones skin tone is one solid color, so it can help give a not natural skin color the extra OMF needed to make it look realistic As mentioned above, stencils will be your friend. I use a stencil to make my triangles. ive cut a piece of makeup foam into the shape and size i need and i stamp the triangles on. Then i go over it again and darken it by hand in any spots that need it.
As for the bald cap, cant help you there. im allergic to latex so i went the shave my head route.