All the men on my mom's side of the family have been bald for as long as I can remember so I knew I was doomed when my hair started thinning in my early twenties. Now that I've been shaving it for years, I don't miss it one bit. It's so much less of a hassle than keeping it clean and straight and cut neatly.
It's just hair. You can either own it or wear a hat while you wait a few months until it grows back -- and then be grateful that it still does.