An update for those who showed some interest:
Cassius seemed to like the steroids energy-wise, but his hair situation got no better. He also is apparently not responding to the change in diet. So we took him back to the vet for the next step. We discussed our options and decided to go with a skin biopsy. Well, the vet called and says the preliminary results look like he has an auto-immune disease. This is kind of...good news and bad news I guess. Mostly bad news, in my opinion, since there doesn't seem to be any cure for this. I haven't done the research yet though. Poor Cassius is still balding, except now with shaved areas and bright pink stitches. And he's scratching himself so much that he's getting all these scabs and stuff...
Anyone have experience with this?