As far as primates go, we humans are pretty darn bald. We don't have the thick layer of fur of most of our brothers and sisters — and the reason for this has been a subject of much evolutionary debate. Our body hair is densely packed, but incredibly fine. But while it won't keep us as warm as a gorilla's, it does do one thing very well: it helps against ectoparasites.
Ectoparasites are bugs that live on the surface of skin and in hair: mites, ticks, lice, fleas and their ilk. According to new research, our short and dense hair actually serves a remarkably good job at stopping these critters. By putting bed bugs on volunteers with one shaved arm and one unshaved, the researchers found that the unshaved arms not only meant the bug was slower to attempt to bite, but also the subject was more easily able to detect them.
Also interestingly, the bed bugs took even longer to bite men — who are generally hairier than women — though there was no difference between the sexes in being able to identify when the insect was on their arm. It seems to be a balancing act: too much hair and it's hard to detect them, but too little and they'll bite very quickly.
So while we might not be as good at thermoregulation as some other primates, whenever you manage to swat a bug that lands on your skin before it bites you, thank your short and fine hair.