Yeah if I could, I'd go with the real hair as well. The added realism is tremendous. I just can't do it financially at the moment with a new-born, paying over $1000 for one collectible is something I cannot justify (even if I could sell off the second one in the future, the initial investment is too high).
Just the fact that more companies are offering the option now bodes very well for the 1:6 market though. I love my Asmus Gandalf, the real hair makes such a difference. I'm glad I mostly collection helmeted or non-human characters though, otherwise I'd feel I'm missing out every time I don't go for the rooted version.