I just shaved my full beard, because everyone was saying that I looked like a terrorist. Just have a goatee now. As for when yours will fill in, I can safely say that nobody is going to be able to give you an accurate answer. I've known guys that could grow a full beard at 14 and others that still cannot grow one at 60+. Personally, I could grow a nice thick full beard, when I was about 30. Granted, I had not tried until then, but I did know that I had some thin patches.
As for your head and sun protection, forget the tan. Protect your head. I use SPF 30 on my head and it is always tan. I live in Florida, though.
Concerning whether or not to shave, I guess that you know best what looks good on you and makes you comfortable. Personally, my life has improved significantly since I started shaving my head about 2 years ago. It did wonders for my self confidence. If you feel more confident with a shaved head, do it again.
Good luck.