Hi @NelSky, I've just finished (July 20) 6 months of chemo and did the cooling cap all the way through. Phase one was 4 sessions of AC and then 12 weeks straight of Paclitaxel. My hair definitely thinned out alot, especially in the first phase but I did manage to keep most of it and at no point did it look so thin that it needed shaving. The cap was really cold for the first 5 to 15 minutes but after that I didn't find it painful. It does add a bit of time onto your treatment though. I would definately do it again although I'm never going to have to :)
Good luck with it.