Back when I started nobody wore a helmet and I never thought twice about it. I took my first trip out west in January 2004 and noticed a lot of people wearing helmets at the time -- I think the number has about doubled in the last 10 years. Anyway, seeing everyone else wearing one made me think and compare it to mountain biking, where I've always worn a helmet (and never thought twice about it, ironically). Same sort of thing: high speed, in between trees, jumps, other people not paying attention, etc. Just seemed like a smart idea once I really thought about it.
Worn one most every day since. Sometimes I don't wear it if we're like, hitting a box or something in someone's backyard. But on the slopes I always do.