Welcome to SBG's Orpheus. I agree with Razor on this, you should definitely have it shaved if not closely buzzed.
There are many actors out there who have realized it's better to be true to yourself. Look at Billy Zane, it looks like he's finally embraced his baldness on his new TV show. He looks great.
John Travolta, while he looks awesome shaved, is probably not going to keep it. I could go on with the list, but you get the idea.
Shave it close, and let Costume and Makeup worry about it.
Meanwhile, you let everybody know "this is me, and this is how I want to look".