I've put in a ton of miles on my motorcycle, and a fair number on my bicycle, and thankfully, never found myself in a situation where I needed the helmet that I was always wearing.
Yesterday, however,while skiing quickly (and fairly well, I might add...) down a somewhat chunked up blue (a dark blue, if you care...), I caught an edge, popped off my right ski, pitched forward, and whacked down hard on the back of my head, into a rather hard slope. And then twisted around, and popped off my left ski. Certainly my worst fall of the year so far, but I ended up with a slightly sprained left thumb, and some overstressed neck muscles.
Helmets are good.