You can also do a screen top which lets more light pass through. I also think it looks better. I've done open top, egg crate, glass top and now a screen. I wish I'd done the screen a long time ago. You can get the clear screen from Bulk Reef Supply for sure. Some other places might sell it as well. I don't know what the "real" purpose of the screening is, but it seems ideal for aquariums.
I too, have lost a few wrasses. They're my favorite group of fish.