Hair loss usually starts a couple of weeks after chemo starts, but not all chemo causes hair loss. Unfortunately most used for breast cancer do :( Your doctor will choose what's best for you and tell you what to expect, but don't be afraid to ask questions. The chemo I'm on doesn't cause hair loss, but it's the third type of chemo I've been on (I lost my hair with the other two), but I have secondary cancer. You really don't want that!
Hair grows back, and the chemo is designed to make sure those last fragments of cancer are gone for good.
Once you start chemo, make sure you go to a "Look Good Feel Better" demonstration
http://lgfb.org.au/lgfb_wp/ which might be at your hospital. They'll help you cope with the hair loss :)