Two of my sisters suffer from thinning hair. At first they bought this stuff you shake on your head - some kind of tiny fibres. It clings to your scalp, filling in the balding spots and makes your hair look fuller. Then one sister went to a hair loss place and bought a scalp massager and some of their products. She swears she has new growth. According to the company, not everyone is a candidate for this procedure. It depends on when and how you started losing hair.
I dated a lawyer (who was very vain) who did some transplants, oh, some 25 years ago. At the time, he looked ridiculous because of the pattern they used for the transplanted hair (a semi-circle). They used follicles from the back of his head. I have no idea what he looks like now. It was quite a process then, involving 3 weeks min. of recovery time, but I'm sure things have improved greatly since then, and perhaps come down in price. I say, if you're self-conscious about it, do whatever you need to.
If I were losing my hair, I'd do the transplant thing if my sister's method didn't work for me... I definitely would not want a wig to deal with.
The comb-over is the most ludicrous way to deal with a bald pate. What do a few strands of hair accomplish? Nothing! And they look ridiculous hanging down in a wind