I haven't shaved bald since I was dancing for a living.... and even then I left little hair shapes. (I find bald women to look like little girls and I just don't care for the association, lol)
However, when I was shaving bald, my skin NEVER got used to it. I used the product for black men, and that helped keep the bumps down and the hair soft as it grew back, but I always had problems with it.
While au natural can be fine, I'm more comfortable when it's short. I solved the bumps problem by buying a hair trimmer and letting my hubby take care of it for me. The trimmer I bought came with a moustache/beard trimmer, and that gets really close. By the time he's done, it ALMOST looks bald, except for a very fine, very short dusting of hair. It never gets itchy because the hair never has to grow through the skin, lol.
Plus, my hubby gets to play down there with the oh-so-nicely vibrating trimmer. Getting trimmed is a lot of fun for both of us, which is nice because he doesn't find it a chore that way.
Bryn