* They're expensive (~4-8 dollars per follicle) with a single transplant being 1000-5000 follicles. Severely bald men may need multiple
* There is a finite number of follicles that can be transplanted.
* Permanent scarring in the donor zone.
The ultimate treatment would be either hair cloning (still a ways out, very expensive) or a way to reactivate the dormant follicles. Presumably if you could solve the latter you would become very rich very quickly.
It's still very costly, and carries a long recovery period. Your head will look quite gnarly. Of course we never see that because all the celebrities that do can afford to stay out of the public eye for extended periods.
