I usually play my characters with no helmets for cosmetic reasons. Does anyone else do the same?

None of my characters have ever used a helmet in any Elder Scrolls game. It is my one consistent deviation from roleplaying.

It depends on the character. The characters that do only use them in combat and then take them off when not in combat. My characters usually have a few changes of clothes as well and quite often take off the combat gear when out of combat. Fur armor is usually just used as cold weather gear.

I do if it fits my character. For instance, one of my characters is loosely based on Nabooru from Ocarina of Time so she will wear head to toe heavy armor everynow and then, for reasons I won't get into here.

I never use helmets, ever, in any game.

My breton does use a circlet in Skyrim to boost her magicka and to hide her wrinkly forehead