Forgot to mention: Shaving all my hair off, four days after it first started to fall out, was sore. My scalp is super sensitive which I first noticed last night when I stood outside trying to shake off the loose hair by simply running my hands through my hair, and had to stop 'cos it was so sore.
Guess it's not natural for your hair to fall out like this and that's why the scalp is sore. Now wearing a silk scarf and it's wonderfully soft so not sure if my scalp is still sore but I doubt it.
As much as it's ghastly to be bald, think I made the right move as it was inevitable and I only pre-empted it by a few days. Also, read on a forum somewhere people questioning whether whether or not it was better to cut one's hair super short before it started falling out from chemo. It definately was. My hair was short to begin with, cropped it even more and it was better as the pieces which fell out weren't too long.
Now been looking at ways to tie an African-style turban and believe it or not, found a reference on the web: http://www.kangausa.com/tie,traditionalheadwrap.htm and http://www.kangausa.com/tie,backtwistturban.htm
Think a headscarf might be even better than a hat or cap - you cannot see you are bald as it covers the whole head without exposing bald back and sides.