I do. It keeps my head, and, in particular, my ears nice and warm, prevents sun-burn if the skies are clear, and therefore reduces the time and effort of sun-creaming my ever-growing bald spot.
On a dry slope, I don't think that you head is at risk, certainly not as much as your fingers are. In a tree hugging contest, I think my ribs would crack long before my skull, and I DO think that it encourages me to go faster. Which is good.
At work I wear a bump-cap when working on site, a hard hat when visiting suppliers, a cycle helmet when on my bike, and a ski hat when ski-ing. I fell somewhat naked when leaving the house without head-gear these days.