I always wear my helmet. It is actually COOLER on hot days, the vents kinda work like a trans-am's ram-air and force air across your head, I think faster than without a helmet.
Oh, and the whole protection thing
I even bought my girlfriend a helmet this year. We were at the bike shop, and I was asking her if she would like fenders (for her Trek 7100WSD) and she was iffy, and looked at some clearance helmets, and I told her She could pick between helmet and fenders...she kinda wanted a helmet more, and found one she really liked that fit her VERY well...I really appreciated the effort the bike companies and accessory companies have put into making Women Specific bikes and parts, I think it helps bring more women into the sport
And yes, she even liked wearing it on our first ride this year. She mentioned she felt a little safer with it!