If I get "old" and I still have hair, I don't mind if it goes gray.
If I get "old" and I start to lose it however, I'll gladly surrender and shave it all off rather then suffer through a comb-over or another "look at me, I'm going bald" hairdo. All or nothing on the baldness thing for me...
I am of the exact same mindset.
I've got a little grey patch just above my forehead (think Bonnie Raitt). I wouldn't mind going totally grey--not that I would enjoy it, mind you, but I would certainly prefer it over going bald.
And if the day ever comes where I'm starting to lose it, I'm like you--it's all gone. I've shaved my head bald--totally bald, like smooth, Kojak bald--several times over the years, so I wouldn't have a problem with doing it permanently, I don't think.