In battle or when expecting danger there's no reason not to (combat characters)

Nope. I roleplay basically every facet of my characters' playthroughs, but can't bring myself to put helmets on them.
It's like an RPG law: all RPGs must have ugly helmets. That's how we should define 'true' RPGs - not by attributes or mushroom trees, but by the ugliness of helmets.

Armored circlets FTW! All the protection and perks of a helmet, all the style and panache of a circlet. For the fashionable yet practical lady Dragonborn.

My most recent character does in cw battles or dungeon diving etc. But not just always around town, I find that really lame. I like to rp a real person (all be them an orc) so it's just weird to walk into stores in a helmet or sleep with a helmet, etc.

Previous characters of mine never wore them at all, like my av guy rocking the circlet and markarth guard armour.

I would much rather wear no helmet, a circlet or simple leather head band, but I can't 'cos although i don't need a helmet for protection now I am not prepared to lose the +50% stamina regen from the Windwalker perk.

I like the Elven Helmet, the carving of an eagle and the way the engraved wings sweep backwards, it's all pretty cool. I wear that in combat or during travels with my High Elf character, I take it off and replace it with a hood enchanted with speech-craft for spending time in settlements however.

Usually play mages or battlemages so they either wear a mages hood or a mask, no helmets except on followers.