It's stupid to ask women what they think you should do with your hair. It's your hairstyle, do what you want. Women don't know what they want in anything. They don't know anything about men's bodies, so don't ask them what they think you should do with your body. If you shave your head for them, the next thing you know they are walking all over you telling you what to do in everything. That's what they want, power over you. Do what makes YOU comfortable.
To me it seems like shaving your head would be a pain in the ass. You have to shave it every day to keep it shaved. And you have to deal with cuts that will happen when you are trying to shave the back of your head every day. I would get an electric trimmer and keep the hair trimmed to about one inch all around. Keep the neck and sideburns trimmed and trim around the ears.
The fact is that regardless of what women say about what they want, what they are responding to is just social stimuli and socialization. If they say that they like shaved head guys, it's because they associate shaved head guys with celebrities because that is a "cool" look with celebrities and "cool" people. Whereas the "horse-shoe" bald guys they don't like because they don't think of them as being cool, because that is the image that is projected in the media and society about guys with that look. You're going to be whatever you are regardless of what they think you are when they first see you, so don't try to project an image tha.t isn't you just to please someone else.
Seriously. Don't listen to what women say when they tell you how to wear your hair or clothes or anything else. First of all, you don't want the superficial women who want you because of how you look, and secondly, if you get those women, they will find out who you are anyway and if it's not the image that they wanted, they will dump you fast.