Haven't had a helmet since I was five. I ride a road bike (commute), generally at pretty high speeds. The area I live in isn't quite urban -- somewhere between urban and suburban -- but it gets a lot of traffic and there isn't any shoulder. I've never crashed, and the only time I came close to being hit by a car, I kicked his door and he backed off.
I just really can't afford a helmet and don't worry too much at all about crashing.