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I chopped all my hair off last week. It was a euphoric gesture, one I'd been looking forward to for a very long time. Hair has so much more portent for me than most people. My hair is a symbol of being free – free to do with it what I will as an adult, independent, non-conformist man, but also free of the days long ago when my father held me down and cut it off with sheep shears.

I cannot bear to have the same cut or colour for too long. It drives me mad when, for some job or other, I have to keep my hair in a style for months on end that I'm not totally passionate about. So you can only imagine the self-will involved every time I leave the set of The Good Wife not to run screaming into my local barber's and demand to have Eli Gold's hideous bouffant shorn off my head! I have been playing Eli for five years now. When I shot my first episode, I was also filming the movie Burlesque with Cher and Christina Aguilera, and my hair was floppy on top and had been dyed jet black. The Good Wife producers decided I did not look sufficiently middle-aged and politico-ish, so they had my locks blow-dried and sprayed into an immobile bun then painted in white streaks each day to try to give me that perfect, dignified, salt-and-pepper look.

Once I knew I was going to stay in the show, I told them we could cut out the middle man, and so over the summer hiatus before season 2 began, I cut off the black and grew in my natural hair – and for the first time ever in my life, I went grey.

And I actually quite liked it. At first. Suddenly, I was included in articles about well-known men growing old gracefully, or listed in the top 10 silver foxes, or – my particular favourite – referred to as a "daddy." Friends complimented me on the new look and I became quite fond of it, and even had something of an epiphany as, for the first time perhaps ever, I looked my age (or at least the age I thought men of my age should look).

Then of course, the show kept going and going. Each summer hiatus I would modify my do, shave the sides for instance, let the top flop down over my eyes or tie it up in a ponytail, but I couldn't change the colour and by the end of the summer when filming began again, it would revert to a state that would enable Eli to reappear from the ether. And then, like the long dark night of my follicles' soul, nine months of filming ensued and no matter what happened to my character or storyline, his hair remained a sturdy and reliable constant.

Until, that is, this past season. I had agreed to go back to Broadway and reprise my role at Studio 54 as the Master of Ceremonies in Cabaret, partly, I suspect in retrospect, just so I could have a new style of tresses. My hair was dyed jet black and a suitably Weimar-esque do was crafted, and suddenly I was a different person and that feeling I had so missed – of the widening of my friends' eyes and their gasps at the reveal of my latest transformation – came rushing back into my veins.

Of course, when filming began again for season 6, a new process for uptight, grey-haired Eli to re-emerge from the salacious goings on at Studio 54 had to be established. First of all, we reverted to the original ploy of painting in white streaks, but removing them was laborious and the chemicals involved stripped the black dye as well as made me gag, and now there was a nightly deadline to get me to the theatre for a performance on time (and in good health).

Drastic follicle action was called for. A salt-and-pepper wig was commissioned. It lasted a mere three episodes, a guest-star arc, if you will. The wig would exit stage left; the Eli hair issue had graduated to fully fledged problem. I remember the moment, one dark wintry morning, when I learned of the final solution.

"We've found another way to give you grey streaks. I've tested it on your stand-in and it really works," said Sylvie, my hair stylist.

"What about getting it out at the end of the day?" I asked suspiciously.

"It's a dream," she continued. "We discovered it comes out like magic if you use an anti-frizz serum and then just a couple of simple shampoos and voilà!"

So what actually was it?

Sylvie laid an array of silver Sharpie pens on the counter in front of me.

"You're kidding, right?" I pleaded (to no avail).

And so began a six-month spell in which silver Sharpies featured more heavily in my life than I ever thought possible (and I have a very fertile imagination!). By night I would leave the stage door with one clutched in my palm to sign playbills for fans waiting after the Cabaret performance. The next morning I would be semi-comatose in a makeup chair as another one would be liberally administered to my hair to bring me back from 1930s Berlin to contemporary Chicago.

If you watch The Good Wife, you will perhaps have noticed the slightly detached air Eli has acquired this season. This is not due to some as-yet-unrevealed long-term plot development, but rather to the fact that I am slightly high on marker fumes! Had the season not ended, I would be seeking the help of Sharpies Anonymous.

So here I am with a new do, at last. But for the first time I have a feeling of contentment that I won't be able to alter this style for the next year. I just have to let it do what it does, what we all must do: grow.

Alan Cumming is an actor and a writer. He is the author of the novel Tommy's Tale and the autobiography Not My Father's Son.