To whoever says "You are losing hair dude."
Just say "Thank you, Captain Obvious." (You can say it snidely, humorously or any way you want)
It works well and is not too out of line for you. You can make it funny or vile or somewhere in the middle.
Anyways I think it's also a cultural thing. I'm glad to be living in Vancouver, Canada, the politest country in the world and haven't been pointed out by anyone that I'm losing hair or why I hair a cap so much or that my hair looks funny. I know since I am originally from India and if I was currently living there, I would be a big goat for any one to poke fun at me. They make fun of everybody there and I guess since they make fun of everyone's faults and laugh it off, it kinda helps the person become strong inside since birth and can get ahead in life despite his faults. They have names for disable people. For example, if somebody lost one eye, 'one-eyed' would become his new name among the children and teens and even some adults. Names like baldy, four eyes, shorty, boils (for acne) are pretty common and get stuck to you if you have any of these traits. Everyone makes fun of everyone else. Lucky few don't have anything to be made fun of. This usually goes on till you are about 40. Obviously you hate it when someone makes fun of you, but it's acceptable for you to make fun of them back.