Can't imagine riding without a helmet! In Austria, icy conditions are of the norm and a helmet saved me from some nasty headaches already. Ass protector, knee protector are standard for me. Thinking about elbow protectors next. Feels strange to ride without 'em. Helmet cold? Which helmet did you try?! Yeah, helmet head looks pretty goofy but when everyone has it.... who cares. Here in Europe, on many slopes helmets are mandatory for kids and I would say now 80% of all skiers and boarders wear helmets, if not more.
I can't imagine wearing all that stuff, but I can imagine what you look like.