Wigs certainly can be hot and uncomfortable, but there are things you can do. And yes, wigs can look quite unconvincing but I've run into women as bald as you who look like absolutely gorgeous in their excellent wigs. Just know that unless you have really bad eyesight or low personal standards it will probably be a time consuming and expensive process to end up with a wig you're satisfied with. It's just another obstacle to overcome, though.
There are a couple of good forums on the web for women with hair loss. I've learned more useful info on wigs from these than pretty much anyplace else. One is
heralopecia.com and the other is
wigsupport.com. There are also a lot of good threads here at Susan's with tips on on wigs, too, if you look around.
I've owned quite a few wigs, though I've never started wearing them all the time. I'm pretty sure I will in the not too distant future, though. Wig comfort can be trade-off. Weft-sided wigs are cooler to the scalp, but don't allow the styling options lace or silk cap wigs do. I far prefer human hair wigs, but they are more difficult to maintain than synthetic, so many prefer synthetics. Human hair wig prices run quite a range, but I've found the cheaper ones don't tend to last very long (sometimes until you wash it the first time). Anyway, good luck.