If you want a hair shirt just buy an alpaca sweater for 20 bucks.
You're right. If you want yet a more itchy one buy a sweater of pure (Scotch) Shetland wool. (The fibers are shorter than those of alpaca). Be humble, buy a used one by eBay (5 - 10$).
St. Francis of Sales ( "Introduction to the Devout Life " ) warned married people to avoid cilice or hair-shirt. Penance is a way of prier, imagine your own way. If you want, start fasting. It resembles a physical exercise for maintaining physical fitness.