It's a personal preference, but my whole family wears them. All it takes is one good digger on hardpack or a collision with a tree/rock to turn you into a drooling gob. Worth the $ IMO.
My wife was finally convinced after a 9-yr old girl died (head trauma) at Wolf Creek while we were there last year.
I like Giro helmets, but it depends on the shape of your melon.
Ok, so everyone on here is going to have their own opinion about helmets. I always wear one because I have smacked my head countless times, but I think people should make their own decisions after weighing the benefits and disadvantages. With that said, if your main reason for not wearing a helmet is because they "look awful" you may want to reevaluate your thinking.
I believe helmets are mandatory in the parks at the resorts where I ski in Quebec, but nowhere else on the mountain. I don't know about any other eastern resorts, but you can always check out there websites to see if you're thinking about specific resorts. For instance this page on the Mont Tremblant website spells it out pretty clearly that helmets are mandatory in the park. http://www.tremblant.ca/mountain/winter/snowpark/snow_parks-e.htm
There are lots of helmets that look fine but definitely some that are goofier looking than others. Look into the snowboard helmets - boarders tend to be less tolerant of uncool stuff.
I've been wearing a helmet for about 10 years and during that time did have one collision with a boarder that would have been very bad for me had I not been wearing the helmet. They also keep your head warmer than a hat.
In the colder part of the season I'd waer a helmet as it's colder and they keep you warm. Also the cold can make the snow hard packed if there's been a few days/weeks without a fresh load. Fall on that and bag your head and you'll know it.
Spring time I'll wear a hat as it gets too hot in the helmet and the snow is softer. Unless it is a big park day then helmet may come back.
My understanding is that Quebec and New York require helmet use in the play pen. Elsewhere, it's encouraged but not required, although an individual resort may choose to require it. If you want to know for sure, call the hill and ask. Their statement would be worth more than J. Random Hosebag on the intertubes.
My local hill requires helmets in the park, but in reality about 80% of people are wearing them anyway at my hill and it actually is starting to look odd if you don't wear one, seriously. I notice a lot of the kids in the park are wearing Bern helmets, I guess they look pretty cool. I just ordered my first helmet, it's a K2 Rant.