I always wear a helmet (partly) because I had a bad accident as a kid.. front wheel came off my mtb on a dirt road (super cool older brother had been "playing" with my bike earlier), the fork dug in and I flipped over. I just happened to land on the wheel which punctured my stomach and the rest of the bike landed on my head. I ended up with a very deep gouge in the helmet and it was also cracked in half. It felt great

I always wear one when I ski, snowboard or rock climb.

BUT.. I also ride horses, and although I wear a helmet 99% of the time I do have a tendency to hop on quickly to show someone something or will jump on one of the horses out in the field with no saddle/bridle/helmet (I'm a genius, I know). I'm less strict with myself around the horses, probably because I'm more solid riding them than a bike or walking on my own two feet.

Helmets are great.. but what really grinds my gears are people who have them just kind of sitting on the back of their head or they just don't fit properly. What's the point if it's not going to stay on anyway?