You could also do what is known as an EGA (Elegant Gothic Aristocrat) if you do not want to do the crossplay. If it's your first step I'd say go with whichever feels more comfortable. EGA is victorian styled garb, still lots of frills and such, but for a guy just take the "dapper gents" styled clothes from that era and elaborate. should be some good pics in the Gothic Lolita Bible of some styles for that also.
As a guy who has done crossplay for theater it can be fun if you pull it off right and are confident in yourself, but definitely make sure you have the right features to pull it off and either know how to do your own makeup right or have a helpful friend(s) to help with the look. Either way good luck!
Jobs - Eureka 7, Madarame Ikkaku - Bleach (Karakura High), Rude - FFVII/AC
, Sakata Gintoki - Gintama, TK - Angel Beats!, Yasushi Takagi (Yasu) - Nana
Clown Biker - Akira (revamp), HC-?X (Rozen Kreuz) - Trinity Blood, Keiji Maeda - Samurai Warriors (bald), Mist Gun - Fairy Tail, Reddas - FFXII Spider Jerusalem - Transmetropolitan, Voldo - SC III
Bringing bald cosplaying to a convention near you.