The most important thing you can do is research. And don't limit yourself to researching just hair regrowth, but overall health. The only reason I'd go to a doctor is to get your hormone levels checked. Use the baldness as an excuse for getting healthy, and it will be the best thing that can happen to you, even if it doesn't grow your hair back.
Also, if you want a quick way to check for thyroid problems (can cause hair loss), take your temperature right when you wake up in the morning, even before you get out of bed. If it's below normal, definitely get checked by a doctor.
And this site is insanely full with supplement information:
http://www.qualitycounts.com