I do not always use a helmet. I do not always ride without one.
If I thought riding a bicycle were a dangerous activity, I would be more concerned about using one all the time.
Statistically, I crash on my bicycle around every 1,500 miles of riding. I am overdue for the seventh crash since I returned to cycling in 2006. On one of them I hit a bollard on a MUP. The other five happened when it was raining. I was wearing a helmet for all of them.
I always wear a helmet if I am going to ride in the rain. I seem to be unable to slow down properly for turns in wet weather. (Sigh.) So the primary reason I wear a helmet in the rain is because I tend to crash in the rain. But there is a second reason I use a helmet in the rain. I do it to improve my visibility.
To me, the primary utility of a bicycle helmet is that it serves as a platform to attach reflective tape. I have covered the entire surface of my helmets with reflective tape. The more area reflecting light back to it's source, the brighter it is percieved.
So I also wear a helmet whenever I am planning to be riding at night.
When I got my latest helmet, among Bell's claims was that it had reflective accents on it. Here is a picture of all the reflective parts that the manufacturer put on the helmet, looking directly down onto the top of it.
That small white triangle is the reflective accent. It may be useful for police helicopters to spot you at night, but it is otherwise non-functional. When the helmet is worn in a normal cycling posture, a head-lamp's light would not fall on that part of the helmet! Here is how they ought to reflectorize them.
I always have a front and rear light on my bicycles, because I am frequently out at night, and I have a substantial amount of reflector tape facing to the front and back on my seat-stays, forks fenders and the like. Side reflectors are useless when traveling, because by the time a head-lamp's light falls on them it is too late to avoid a collision.
Another advantage of a reflectorized helmet besides area is that it is the highest part of the cyclist, and it will catch light sooner on hilly roads. Here is a view of my helmets from the rear at approximately the angle seen from sitting in an automobile.
The newer and less banged up helmet on the right is still a work in progress.