I for one have always worn your standard knit hats while skiing and plan to do the same in the future.
Being an avid motorcycle rider I fully understand the importance of wearing a helmet. I would never consider riding without one. This makes me question why I would ski without one. Though I have never hurt my head skiing and usually when one falls its into soft or hard snow but nothing that bad. (compared to pavement)
So do many of you wear ski helmets? I don't plan to buy one because in all honesty I'd feel kinda strange wearing one. I might consider it if it was some what a normality on the slopes amongst others.
The helmet I wear (Marker M3) is such that I forget that it's on. I went one day without it last year (one of the Let's Go Colorado II days that was a sunny April day at Vail), but I didn't wear any hat that day. If I wear a hat, it'll be a helmet. It's warm, waterproof, and safer than any other lid. Why wouldn't I?
At the demo days around here, they do helmet demos. That's how I found that the M3 worked really well for me (better than the Giros and Bolles that I tried).