I shave mine nowadays, but I really don't judge people who wear hair systems or get decent hair transplants. I would much rather have a full head of hair than be bald, but I can't.
Here's the thing, though: for either of the two "fake" options, you're going to have to shave your head without a guard first anyway. Good hair systems need to sit on top of bald skin on the top, and hair transplant prep needs a bald head as well. So why not no-guard buzz it at home and just see how you feel without committing to anything? You might find (as I did) that you're fine with it, and save yourself tens of thousands of pounds / dollars.
Obviously you also have finasteride and minoxidil, both of which I tried. I stopped taking finasteride because my wife and I wanted to concieve, and I didn't feel like messing with my hormones any more for vanity's sake. I kept using minoxidil for a while, until it started giving me awful dark circles around both eyes - to the extent that I looked like a corpse. A corpse with hair, but a corpse nonetheless.
So my advice is: try medication if you'd like to keep what you have, and if you tolerate it well long-term. And then by all means get a transplant or a system / wig if you can afford to do that properly, but shave your head first. You're going to have to do it anyway, so you might as well see how it makes you feel.
EDIT: One extra thing to add: getting a hair transplant also means taking finasteride indefinitely. It's not a one-and-done thing.