Not all the time. I would have to carry out a risk assessment as to what speeds I would be doing, the chances of having an off, etc. etc.. If I was just riding to the shops along the road, then the answer is NO, I wouldn't wear it as I would be riding at less than 30 mph for a short distance.
Similarly if I could ride a bicycle at 70 mph I would be more inclined to wear a helmet; but I certainly wouldn't be relying on one of the currently available offerings to give me any sort of protection at that speed. In any case there wouldn't be much point in saving my skull when my skin would be shredded from the neck down. I wear leathers on the motorbike which give a degree of protection against such things; they also have armour in them at the knee, hip and shoulder joint areas. What do you wear on your bicycle; since you are so safety conscious?