My philosophy is that if you think that a helmet is a good thing to protect your noggin then wear it all the time. With seat belts I grew up that way and never questioned or thought about it whether to click it or not. I didn't grew up with helmets and they do cause a bit more discomfort, so it's a struggle for me as well. But still wearing a helmet only in more "dangerous" situations doesn't make sense to me since in less dangerous crashes the bike helmet is much more likely to be effective (personal opinion - no scientific research done).