I go through this too.
Sometimes the way one person looks at you, bald or not, belies their discomfort or unease, although the bald dude is the same as the non-bald dude - just with a shinier scalp! (Hey, some people don't like bright lights and some people like shiny objects

).
Then you run into someone who likes it (you) and/or doesn't care about the bald/non-bald.
Mike is right, the way you live is more important by miles than how people perceive you. You could dress up in a tux and have a fancy umbrella and they will still say "oh, don't like the shaved head." It is what it is.