Hairless,
I would like to reiterate the comments above and suggest taking enough time to visit a number of doctors, develop some realistic expectations, and determine if hair transplantation is really right for you.
Personally, I had a transplant with Dr. Bernstein last week. The procedure and recovery has been virtually painless, without any swelling, discomfort, or heavy crusting. While I was provided with medication/painkillers, I haven't taken any since the day after the surgery. As for the results, we'll have to wait and see.
While I am "now" comfortable going bald, I had the hair transplant because I already had a small procedure of 600 grafts when I was 22. This will not be enough to look normal and natural when I lose the rest of my hair and I can't shave or cut my hair really short with the donor scar, so I decided that I needed to finish what I started.
I felt comfortable with Dr. Bernstein because of his reputation as one of the pioneers in the field, positive feedback, and the fact that he was the only hair transplant physician to be selected as one of New York Magazine's Best Doctors for seven consecutive years. He is very knowledgeable, professional, meticulous, and on the conservative side.
While some view his conservative approach and reluctancy to recommend larger procedures/megasessions as a negative, this aspect actually happened to be a positive for me. With lower donor density and scalp laxity, I was primarily concerned with establishing a natural frontal hairline with some coverage, and decreasing the probability of the donor scar becoming visible in the future. Looking at some of his past patients gave me the impression that he may be more capable of doing more with less. However, I should also mention that he is probably a little bit more expensive on a per graft basis.
Regardless of what you choose to do and who you potentially go with, I would pay Dr. Bernstein a visit. He will give you an honest assessment, realistic expectations, and will not consider recommending something that is not in your best interests.