Put some form of ID (even handwritten) in a pocket—that's where they're going to look first. A bracelet's a good idea too, if you can stand it. Inside the helmet is not the worst place; sure, the paramedics won't remove it at the scene, but the hospital will probably check there if they can't find ID anywhere else.

In your bags can be risky; if you really get nailed, they might not stay attached and no one will know to look for them.