Being that depressed really sux for sure
-- although everyone in their teens and twenties gets there sometimes for one reason or another.
Is there anyone you can talk to? Counselor at school? Help line? Psychotherapist? etc etc etc
PM or email me if you want to get some further ideas -- I'm a social worker/psychologist
Yeah, it's really hard living in Germany since there are not too many therapists and such that speak English, and I hear that's not a common practice here since they think it's odd to speak to a stranger about your problems. Right now my mind is a decent mindset since it's shaved pretty short and I've got my little French girl to keep some confidence. But when I go back to California, I think it'll be a problem, since I'll be missing said girl and friends, but I'll just go to my university's counseling place. Have to keep my mind straight since I'll be working my ass off (which would have caused my hair to fall out, anyway) for the next few years!
Thanks a lot to everyone in this topic, it really cheered me up. I need all the support I can get! Can't wait to buy a Headblade 
Losing the lady may be tough. My lady friend spent two semesters in the UK and had a tough time losing the guy she had over there. But people back home will love you for who you are, and will not care about the baldness.
It was tough for me to walk around bald at first, but nobody that is worth a damn cares if you are bald, because I would bet that you are a lot more than that.
chin up man! let me tell you something.
First of all, studies show that people who suffer from depression are usually much more intelligent than the average person. Your mind is working too much on a particular subject, yours being in this case your new look.
No one is going to be able to convince you to be confident, you have to convince yourself. you need to understand that everyone in this world has insecurities about themselves, but some people are able to accept them more than others. Next time you look at someone you think is "judging you", look at them closely and see if you can guess what they are insecure about. i'll bet it is something, whether their eyes are too close together, their nose is too big (thats mine), big chin, crooked teeth, etc....... Just because you are man enough to accept your personal issue, doesn't give them the authority to pass judgement to you. YOU ARE BETTER OFF THAN THEY, if you can do that.
I know more younger people than I (Im 36) who have shaved their heads than I do older. I just shaved mine a few days ago, and I think I'm going to like it. It may take people who are used to seeing you a certain way to get used to it, but they will.
Chin up man! You will be better than O.K.
I'm sorry I didnt' shave my head years ago bnut i couldn't cause i had those old-style transplants. You're lucky that its acceptable nowadays and this isnt 1980. DOnt lose your confidence. It's IN to be bald.