Sometimes I do, sometimes not. I read a survey done on traumatic brain injuries that stated 51% of injuries involved a motor vehicle. That's only about 1/2 of the injuries reported and that's any motor vehicle, not just bikes. So it looks like if you really want to be covered 1/2 the time wear a helmet in the car or on the bike. What, you don't wear a helmet in the car? :unsure What about the other 1/2 of the time do you wear a helmet while you are on a bar stool, yes, that was mentioned, or walking on ice or in the bath?
The only way to avoid injury is to avoid the crash and that requires constant vigilance and a little luck. Maybe I'm out of line here, but I've been riding for over 40 years and the only crashes I've had are on dirt and I always wear a helmet on dirt as I get a little nuts there.

A helmet is NOT a talisman to keep you safe, it will at best, reduce injury.
So as the Sargent on Hill St Blues said "be safe out there". But don't depend on a helmet to keep you safe as you may be disappointed.