When I had chemo and my hair started falling out, I tried to think of it as a sign that the cancer cells were dying. As you probably know, our hair falls out because hair cells are the fastest growing cells of the body...so are the cancer cells.
Like others said, choose a wig before your therapy starts that you think looks cute and comfortable. Get one with an open weave cap, and that you just swish in some shampoo every week or so. Be careful bending over to check the oven because synthetic wigs melt. I received more compliments when wearing my wig than I have on my real hair. If you feel comfortable in a scarf, or nothing, then that is fine too. I did not feel like going around in public having people think of me as "that poor lady with cancer", so I never went without a wig, except at home. I wanted to be thought of as normal, not sick.
One thing about shaving your head...I might not do it again, because picking stubble out of everything is more trouble than picking up hair.
I had a mastectomy in Feb and started chemo in April. The hair started falling out about 3 weeks later and I was back to having long enough hair to go wigless by Thanksgiving.