Where I used to live it wasn't really necessary. As long as you didn't ride your bike in the street when there was a lot of traffic, the chances of you getting in accident were low. Normally, I'd just hop on my bike and ride for 10-15 minutes to a friend's house or the store. I'd usually ride on the sidewalk or close to the edge of the street, and the cars would always go around. But when I'm on a motorcycle or ATV, I always wear a helmet. If I'm going to riding somewhere with heavy traffic, I always wear a helmet. If I'm doing something that might result in me falling, I wear one. But if it's just a casual ride to a friend's house, then probably not.
But, now if I want to ride a bike where I live now, I have to wear a helmet always. The streets here are so full of potholes. The sidewalks are all kinds of fucked up. A lot of the streets are like / and \, so I need a helmet when I'm riding down one of those streets, just in case I can't break in time before heading into a street with heavy traffic. Also, the traffic here don't give a rat's ass about people on bikes. I swear, if a car hit a person on a bike, the person in the car would find some way to blame it on the person riding the bike.