My first ten or so years of riding was founded in English riding - jumping, dressage, etc. Helmets were a requirement, not an option. I'm used to wearing one, they don't bother me at all, though I really have to say that I prefer the ones Troxel has (like the Sierra) over the traditional black velvet hunt caps. At least for pure comfort. Light, airy. . .I have one of those covers for mine with a fleece wrap that goes around my neck for cold-weather riding, and it's GREAT!
It's also useful for riding in areas with a lot of overhanging branches or rock. A helmet just makes those branches bounce off. A ball cap or cowboy hat? Not so much.
During my days as an English/arena rider, one incident comes to mind where a friend of mine was jumping a course, and her horse ducked his head and bucked her off, head-first, into the arena wall.
I could hear the sound of her helmet crack from 50 yards away. It left a mark on the wall.
She got up, walked away, remounted (with a new helmet), and continued riding.
The helmet she'd been wearing was "retired."
Personally, I think that if you ride in a western saddle because you "need something to hold on to" then you need to work on your riding/balance instead of depending on your tack to do that for you. Nothing wrong with western saddles (I have one, too!), but if it's that important to have a "handle" then it's time to brush up on some basic balance exercises.
I also know of two local incidents in the last year where someone riding in a western saddle had a horse "go up" on them. . .fall over backwards, and the saddle horn landed right into them.
This was while trail riding - the riders weer not wearing helmets, but the horses were not young or green, the riders were not inexperienced. I don't know exactly what caused the horses to do what they did. . .rumors abound about each incident, but the result is the same. Two dead riders. Two grieving families.
Neither rider survived - not because of head injuries, but because of internal injuries caused by the horn of the saddle being driven into their gut when the horse landed on them.
I don't think everyone ought to throw out their western saddles and start riding in hornless saddles because of it.
Accidents happen. You can't really stop them, but you can decrease the risk of injury to yourself. I choose to wear a helmet. If other people don't want to, that's fine.
If other people want to make fun of the fact that someone (me) who has been riding over twenty years still wears a helmet, they can laugh all they want.
It's not because I'm "afraid."
It's not because I don't know how to ride.
It's because I've been around horses long enough, and I know better than to think that I'm "too good to have an accident."
"Parelli horsemanship is just like painting by the numbers. You need absolutely no skill. You just put this color here and this color there, and when you're done, you have ... a mess no one wants." mp