While I do wear a helmet for boarding (I've hit my head a few times in soft snow, fortunately never on hard pack - knock on wood), I don't use a bicycle helmet. IMHO, there isn't enough evidence that bicycle helmets do something useful.
There might not be enough evidence, but I saw this while I was watching Discovery channel about James Cracknell, who got fucked up while doing an attempt do cycle, swim, run and row from LA to NY in 16 days. This is from wikipedia:
"On 20 July 2010, Cracknell was hit from behind by a petrol tanker whilst cycling during an attempt to cycle, row, run and swim from Los Angeles to New York within 16 days. The accident happened at around 5.30am on a quiet stretch of road outside Winslow, Arizona. He has attributed his survival to the fact he was wearing a cycle helmet at the time, which was "shorn in two". In the crash he suffered a contre-coup injury to the frontal lobes of his brain. He was "fully kitted out" by sponsors including the manufacturer of his helmet. He is now back at home with his family, although his recovery may never be complete. In 2012 Cracknell and his wife wrote Touching Distance about his life before and after his brain injury, which has left him with epilepsy and a changed personality (including a short temper)."
I don't use a cycling helmet myself, probably because I got my own car and almost never take a bike out anymore. But even if so, I wouldn't really use a helmet anyway. For snowboarding I do use my helmet, because I feel a bit safer with it and it has speakers in it for music hehe.