It's like the seat belt in the car; I would feel naked leaving the driveway without it. Here's a good story of a guy whose HEAD was RUN OVER by a delivery truck, crushing the helmet but saving his noggin: http://www.active.com/page21571.aspx

Couple of other helmet stories: (1) Little boy I used to babysit was 5 years old riding his little bike on the sidewalk, front tire hit a rock, bike stopped, he did an endo, landed on his head and died. This was back in the 80's before people really started using bike helmets (I was not the one watching him when it happened but what guilt the parents must still live with). (2) Was out on a training ride with friends on a cold, wet, rainy day; one of the gals had her back tire slip out going over train tracks and she went down hard on the pavement with her helmet smacking hard - the helmet was cracked but her head was not and she walked away with an injured shoulder. She keeps that helmet to remind her kids why she will never let them ride without. Personally, I never, ever ride without my helmet.