I had the lovely experience this year also of losing my hair - yes, all of it

- from chemotherapy (for breast cancer). In some ways it was the hardest part of the whole experience. To make matters worse, I had to put my beautiful German Shepherd to sleep unexpectedly the SAME DAY all my hair came out! I've never cried as hard as I did that night.
I've met many others who chose to either go "au natural" or wear hats and scarves. I personally chose a wig and am really, really glad I did. The main reason is I didn't want people looking at me like I was "sick" or feeling they had free reign to comment on the state of my appearance (which you KNOW some do). I also have young children and did not want to "embarrass" them.
I had a lovely wig and though I hated the "idea" of wearing it, I got more compliments on it from people than I ever did on my own hair!

I even fooled hairdressers! I would never had thought I would have admitted this, but I kind of actually got to like the look of it! But most importantly I was able to go on with my life without anyone really paying much attention to me, I just blended in with everyone else (unlike now where my hair is growing back and I am getting some strange looks).
I went to our big cancer hospital's wig store but did not have a good experience there and absolutely hated the wig they ordered for me - it kept popping off my head! I found my way down to a salon that specializes in hair loss issues which I found through friends with Alopecia and hairdressers in the area. The owner was extremely informative, empathetic and supportive. The wig I liked the best was right in the display case -very sporty and fun. He actually made me wear it out of the salon that day so I would get used to it. My daughter couldn't stop staring at me and asked me if it was my real hair! They loved it (in fact my son loved running around in my wig at radiation and cracking up all the therapists there - thank God for people with a sense of humor!).
My advice is to try the wig. Insurance may even cover it for you because it is considered a "hair prosthesis", check with your doctor. If you get a really good wig nobody will even know - I swear!! (I wish I had a dollar for every time someone told me they loved my "hair" or asked me where I got it styled, etc... Even some of my medical providers weren't sure so it CAN be a good one). You can either get one which looks like the "real you" or get a "fun" one (I had both but ended up wearing only the fun wig, people I knew who didn't know of my illness assumed I'd just gotten a new style and color). Make sure whatever you get is easy to get on/off, looks good with little fuss, but most importantly is COMFORTABLE!
Best of luck, PM me if I can be of any help.
P.S. To celebrate the end of my treatment last month my family got me a German Shepherd puppy named Liesl who I am having a great time with and who I hope to get certified as a Therapy Dog so I can take her into oncology wards (I am a nurse and will start in my own hospital in Boston). We started Puppy Kindergarten last night!