Shaving my head has become a non-issue to me. If someone doesn't like my hair cut, no problem! I've had people laugh at me (ex-wife), people have said I've looked older because of being bald (don't care). I like the way it looks. If you don't like the way it looks, you don't have to get your haircut like that (I won't make you.. haha).
There are some times I am shy towards certain groups of people, but once I warm up I am good to go.
Work is where I exhibit the most confidence, so I will use that as an example. If something intimidates me, I just do it. Don't think about what COULD happen. At my work I normally fix equipment. But I am an equipment vendor at a customer's site, so there is quite a bit of interfacing with the customers I have to do (from floor operators to engineering managers). There have been times that I have walked into Monday morning meetings about a piece of equipment that has been down all weekend. The customer is usually seriously pissed and I usually have had 5-10 minutes exposure of the issue by reading passdown and error logs. I just go in, tell them what's going on and answer their questions. I don't rehearse what I'm going to say to them or anything because then there is a possibility they will ask something I didn't anticipate. Just prepare your self the best you can and get the job done. I don't know if that's the BEST way to confront fears and what not, but I haven't been fired from my job yet, so I guess somethings working.
My method doesn't work ALL the time. I've been chewed up and spit out on numerous occasions (at this job, military and personal life). The key is to keep going. You get knocked down don't be a sissy. Get up and keep going.