"Praying bareheaded is makruh (disliked)." Shaykh Al'Albaani

Shaikh Albani
(From Al-Qawl Al-mubin fi akhta' Al-musallin by Mashhur Hussain on page # 58 of the 2nd edition)

"Praying bareheaded is makruh (disliked)."

Shaikh Albani: (Al-Din al-khalis (3:214) and al-Ajwiba al-nafi`a `an al-masa'il al-waqi`a (p. 110)

"All acknowledge that it is desirable for the Muslim to enter prayer in the most perfect Islamic appearance, due to the hadith: "Allah is worthier of your self-adornment" [hasan]. And it is not part of excellent attire in the custom of the Salaf to habitually bare one's head, and walk in that guise on the road and when entering places of worship. Rather, it is a foreign custom which infiltrated many Islamic countries at the time the disbelievers invaded them and brought their habits with them. The Muslims began to imitate them in this, and they lost thereby their Islamic personality as well as through other similar acts... Nor is it established that the Prophet ever prayed bareheaded and without a turban other than in the state of ihram, although there were plenty of occasions to report it if he did. Therefore, whoever claims that he did, let him produce the proof, for truth is more deserving to be followed."