I tell a lot of people.

My immediate family knows, as do most of my friends. I have found that the more I treat it as "no big deal" the more others see it in the same way. For me personally it lifts a lot of weight off of my shoulders knowing that there is no big "secret" that might be uncovered.

I don't generally open a conversation with talk about my hair (although a bald guy at a party recently commented on my mohawk so I immediately spilled the beans, hehe), but I have found that being more open about it gives me peace of mind.