I would never ride w/out a helmet even if it was legal, I've been headfirst thru a windscreen after losing control of a sidecar (are you ever in control on one of those things ?) and I would without a doubt have been killed even without the nasty polycarbonate helmet I was wearing, I've come off a pushbike and would have spread my brains all over the pavement without the legally required helmet.
the first day I was riding (over 35 years ago) I didn't think I really needed to actually do the strap up and when I fell off for the third time that day the helmet came off too....always done the strap up nice and tight since then (also don't wear dark sunglasses at night on unlit streets, you won't see that corner coming up, i didn't)