I would agree that with a long-term girlfriend it's better to come clean to an extent, but I still think there is merit in sugaring the pill. My line (which I have used several times now) is that my hair is thinning and I go to a specialist salon and get hair extensions put in to augment my natural hair, but I'm a bit sensitive about it and I don't like my hair talked about or touched. Girls are familiar with and accepting of the idea of extensions, and I think its a justifiable characterisation - my hairpiece is one big extension. But it is better not to burden the ladies with the notion of a toupee or wig - you want to deemphasise the notion of a base with hair tied to it and focus on the fact you are just thickening up your natural hair. Eventually the truth may dawn on them, but I still think they prefer to classify it in their heads as 'boyfriend gets extensions - what a metrosexual' rather than 'boyfriend wears a toupee - covering up fact he is bald', and who can blame them.
If you do follow this line it is a must that you get a good undetectable hairline, and you can't let them see you without the hairpiece or let them see the piece off your head. That is all stuff for private time. Again, in my experience it is better for all parties if you preserve the illusion. You don't really want to see Julia Robert or Cameron Diaz taking out her false teeth, and the ladies don't really want to see Enrique Iglesias or Ben Affleck without his hairpiece. It's just the same for us.