I hated it as I felt I lost my identity. My bald look wasn't able to go with the clothes I was wearing at the time.
You only lost your identity in the sense that you defined yourself as looking like Kurt Cobain. But you gained a new identity, hopefully one that is more reflective of the real you and not one that's dependent upon looking like a celebrity.
Clothes don't go with the bald look? So get new clothes!

I regrew my hair last year...just to see if It got any better...it actually looked worse. So I shaved it (2mm) all over.
That's no surprise. Male pattern baldness isn't going to reverse itself; it's only going to worsen over time. It's time to let go of long hair and accept that it's no longer a viable option. Find a style that is a viable option. If need be, go with the one that it is the least objectionable to you. A short buzz cut may be the way to go for now.
I feel I have lost my confidence because of it. I'm partially deaf so I hear hearing aids (long hair was able to disguise it) and I'm only 5 ft 5.
When I go to nightclubs/bars, all the people and my mates seem to be taller and have a full head of hair.
The cold hard truth is, you're never going to be any taller and you're never going to have that full head of hair that you want. You don't have to like it, but you do have to come to terms with it. What good is it to obsess and beat yourself up over something that you cannot change?
As for your friends, they may have full heads of hair now, but trust me, that will not always be the case for the vast majority of them. Sooner or later they're going to find themselves in the same situation you're struggling to deal with right now. That's where things start to even out a bit. It will have long ceased to be an issue for you. It's not easy to be the first bald guy in your circle of friends (trust me, I know). But don't kid yourself into believing that it's any easier to watch your hair disappear when you're a little older. It isn't.
It's just really getting me down. I wear fashionable clothes, go to the gym 4 times a week so I'm fairly muscley. And women in the nightclubs I go to seem to be put off by it.
How do you know that the women you meet are put off by your baldness? I suspect that you're projecting some negativity and letting your lack of confidence show -- and
that is what is putting them off. Yes, there are women who aren't attracted to bald men. Don't worry about them, because there are plenty of other women who are.
I think most people, on some level, whether they realize it or not, have a certain amount of respect and admiration for a guy who shaves his head. Even if they don't necessarily like the look, the fact that you had the guts to deal with the "problem" earns some respect. It tells the world that you aren't bothered by it. The reality may be that you
are bothered by it, but let that be your closely guarded secret.
We can't all be pretty boys. But one of the great things about being a guy is that you don't have to be a pretty boy to be attractive to women. A shaved head is a strong, confident masculine look. You might not feel confident, but fake it, and eventually it will become a reality.