I don't for showjumping but I do for hunter paces though most people don't. To me HPs are just about the same as eventing - with in some case more obstacles and miles to cover and just as dangerous so I wear one even when my barn is the only team at the pace with them on!
Not for show jumping, just for cross country! However a lot of the events around here that are held in one day have stadium and XC 20 minutes apart and ask that you come to stadium dressed for cross country. So then of course I wear one.