I do just out of habit. I'm kind of on the fence as to whether helmets provide any meaningful protection in a major accident, but I guess that decision is personal.
I may get to the point of riding without one on country roads for the joy of the wind in my hair, and put the lid on in towns and cities...
It is a coincidence, but I was just doing some research for a project I'm working on concerning cycling fatalities this morning, and ran across this.
Some interesting stats about helmets:
Fatality Facts