One of my favorite things about having a shaved head has always been the way it feels. Some examples: I love the way it feels when a gentle breeze hits my scalp, the way water rolls over it in the shower, the way it warms up nicely on a sunny day.
I also like the way I can instantly refresh myself by splashing a bit of water on my head. This is something you can't do quite so easily if you have hair; the hair stays wet, whereas I can dry my scalp off quickly and easily.
For instance, I enjoy taking long walks in the city. It's not uncommon for me to walk for 2 hours to a mall or a library on a nice spring or summer day. The thing is, when I arrive, I'm often sweaty, which doesn't make for a comfortable stay at my chosen destination.
It's not a real problem, though, because a few minutes in a bathroom provides plenty of opportunity to wash my entire head (face, scalp, neck) and dry it off. Voila, instant comfort. No bathroom? That's not really a problem either, as long as I can get access to some water via a water fountain or even a water bottle.
Any time that I'm feeling over-heated, a quick splash of the wet stuff is all it takes to cool me down. Dipping a bandana in water and wearing it do-rag style works really well too. It's an any-time kind of deal, and I never have to worry about my hair looking matted or messy.