I shaved the last of mine off. It was driving me NUTS, and was VERY nearly all gone (thin and wispy - like a VERY old persons) and making me itchy (all the tiny little hairs falling down my clothes etc (Like after a haircut) and the rubbing the wrong way bit (like leg hair rubbing backwards etc) OUCH, so I shaved it off (I used an electric razor (to prevent nicks) and just went for it) and HAVEN'T looked back, it was the 2nd best thing I did after doing the crew cut when it first started to fall out. You can get it done by a hairdresser if you don't have the ability to do it at home (I cut mine short first using clippers to about 3mm - the shortest our clippers would go, then went over my entire head with electric razor, then rubbed my head gently in the shower (I had a shower afterwards to get rid of the hair scraps that fell into my clothes etc) with exfoliating gloves to prevent ingrown hairs (if my hair happened to grow).
Good Luck.
I moisturise my head too (using moisturiser like sorbolonene, or believe it or not, olive oil (just a tiny bit), I also wash my scalp with face wash, gnetle soap substitute (I am allergic to soap and use a sorbolene and glycerine bar) or a very a tiny bit of shampoo (I reckon it is made for hair and therefore scalps).
You can get ginger capsules for nausea.
I have found the best thing my oncologist did for me was to write me up for the drug Aloxi, it is given through the IV before my chemo and it prevents nausea for 4-7 days, it is amazing.
Also be careful becasue I was feeling nauseous (or what I thought was nausea) a few times and reliased it wasn't nausea but reflux, and I take Zantac and mylanta roll tabs and this REALLY helps.