Well, some time ago I either rode without any head cover or with a wool cap maybe below -12C (if I did not forget). However, after I collected my friend and pieces of his helmet after his flight over handlebars over a twig, next day I put on a helmet and never took one off except for short errands. Since then I flew over the handlebars myself at least once but already wearing a helmet. No, I did not anticipate flying. When riding in winter I put on a skiing helmet which, in fact, I trust more than a cycling helmet, as providing a more thorough coverage. I wear a helmet during skiing as well, after attempting to fully scalp myself on one occasion. Right now at times I feel uneasy when getting into a car and missing a helmet.