I'll have to agree with the guys here, going from 2 or 3 guard to no guard is a big change. It feels like velvet (no guard). It looks very nice, too, but not as nice as sly.
If you don't want to make the change suddenly, just change your guard setting every 4 days or so. Clip your hair every day at the same length (good practice for shaving daily). Then every 4th day take it down a notch. My clippers have a variable adjustment for inbetween settings. So do 2.5 for 4 days, then 2.2, then 2.0, then 1.8 etc. Or whatever intermediate adjustment you have. You'll move gradually to the shorter length. No on will notice the gradual change ... until one day, they will say "Oh, you shaved your head! Looks great."