Helmets here, few exceptions. I even wear mine when working them on the ground though, I'm also often alone when I am doing it most days so so it is a matter of additional saftey in a higher risk situation.
I understand about the bubble, my mom is a bubble believer! Perhaps that is why I am glued to my helmet always having had it drilled into me to wear it at all times so much that it is not even a thought but habit to slip it on as soon as I go in the barn door. That said there have certainly been times I was glad I had it on and times it was likely all that was between me and certain death since when I was growing up we rode without supervision out of the range of being able to get adult help and did lots of stupid stuff.
That said my mother in all her bubble believingness did finally cave for my sisters senior pictures which were taken on her childhood pony with my sister in a a fancy formal sapphire blue frilly cinderella dress with no helmet, no shoes, on Miss Muffin with no saddle or bridle. She looked like a princess and the picture proofs were so beautiful it made mom cry so she was glad she let her take the risk.