Before I started wearing a piece, I'd tried both Prothik and Toppik, and liked certain things about both. Toppik left my hair softer and a bit shinier but wasn't all that realistic under certain lights and wasn't quite as durable (especially in rain). Prothik was more durable and eventually gave me a better look, but I had to wear a good bit of hairspray so that my remaining strands stayed in place and covered the thinner areas.
For the record, I have long hair that I kept in a ponytail, so that the hair was brushed over the thin parts, helping to blend the concealer and add thickness.
I've heard a lot of good stuff about Dermmatch but I never tried it personally.
I gave up on concealers when I lost enough hair that it was too difficult to cover up with concealers and wasn't giving me a very realistic look any longer.
Good luck finding something that works for you. It's worth trying a few different concealers, and you may even find that a combination of products works best, since you can maximize the pros of each while downplaying their cons.