Personally, I like baseball hats. Wore 'em with hair, wear 'em without - although when it's warm I'm definitely more comfotable lid-free now (the shaved head does get pretty sweaty and uncomfotable under a hat). They do come in handy for blocking out the sun, though.
As long as you're not using them to hide your hair loss, or your sly noggin, I say wear one if you feel like it.