Hi, I think you should get rid of the baseball cap and go with the kippah. I'm a Christian, and I think the kippah's look nice - and they are light and do not mess up your hair, they also go with every outfit you can wear from a business suit, to shorts when you go to the park.
If you wear a baseball cap, you will sweat in it, and have "hat hair", and perspiration tends to smell bad later in the day - further the baseball cap, with all that sweat in it, will likely smell bad eventually too. If you wash it it will loose its shape and look worn out. Baseball caps are not sophisticated either - they make men look like slaves to sports; they also make guys look like truck drivers and farmers...maybe your wife does not like you to look like a "red neck" (that's what we call some guys who wear baseball hats here in Texas...). She prob. wants you to look the handsome self that you are, and the kippah will do that without making you look like a "honkey", a trucker, or a sports fanatic. That look is 'ok' sometimes, but maybe your wife is embarrassed if her friends always see her out with you and you always, always look like you just got out of a truck stop. Maybe she has different fantasies about you and they are not just the 'trucker' look. So even if she can not say it, give yourself a different look from time to time, and see what she thinks, she will appreciate it if you accommodate her in a compromise.
The Baseball cap is great - for going to the park, a sports event, or to walk the dog, or go out with the guys. But don't take your wife to dinner in one, or to meet up with friends at the mall or movies. The Kippah is a very nice, small, light head covering that comes in many colors and does not mess up your hair or cause you to sweat in hot weather. If you do not want people to notice it, wear a color that matches your hair color.
Have you considered a cowboy hat, or one of those business men's hats that were once popular in the 1950's - they are coming back in style with popular rock groups these days - my 14 year old wants one because he has seen rock stars wear them. Maybe you need to go to the hat shop with your wife and try on some looks she likes, that way you can always wear a hat, but not always announce what religion you are by the kippah.
My husband used to wear a baseball hat all the time when we were young and I just hated it. I felt like I was with a trucker all the time. I felt I was above a trucker. Him wearing that hat made me feel like I was in a lower class, or that people thought we were lower class - that's all. I let him wear it for some things, but made him take it off for other things.
I'd go with the kippah, it's more sophisticated; and to try out other kinds of hats.