Listen, I know exactly how you feel. I'm a bald man myself. I remember in my early 20's when I noticed how thin it starting getting. I was already shaving my head cause I like the way it looked, but there is a difference between a shaved head and a bald head. Anyway, one day my shaved head was growing in and I noticed how thin my hair came back in on the sides. I remember the panic that set in. I think I looked in the mirror every day for 4 or 5 years begging for it to stop after that. Eventually one day, you just say "fuck it. It's gone".
I shave it and people tell my I'm lucky as it suits me great. I'd personally much rather still have hair, but I don't so have to work with what I got. I also personally think plugs, pieces and any of that other stuff looks outright retarded. I can pick them out a mile away. I think I've only ever seen one bald guy where I said to myself "that guy needs a piece or plugs" as he just had the longest weirdest shaped head and I felt so bad for him. He kind of looked liked Clint Howard. As everyone else has said, just keep chopping it real short, and when it gets really bad, just shave it man.