I shaved it 2 summers ago, and kept it that way for awhile. The cold feeling goes away after you've had it short a few times. I look at it like planning for the future in case I go bald, which it looks like I probably won't. My dad even got the guts to do it now (he's going bald anyway) and it looks great. I'll do almost anything to beat the heat. Also get to wash my hair/head at work. Then there are the women that like to feel the stubble which is a big plus :o
I've found what I like most is a great flat-top. No cheater comb, (they add height) just a good 70 yr old barber with hands steadier than mine. I like it shaved up the sides and cut so close up top that it just about touches the tip of my scalp. These guys are amazing but hard to find. Freehand, slow and steady, cheap, (with a hot blade to the neck included). I always leave them a good tip and still cheaper than these so called stylists. about 10 bucks total. Tough to find but well worth it for me. Right now I travel 30-50 minutes just for a cut.
Chief