How important is your brain? Helmets are a no brainer. Without one you may be a no brainer.
Selecting a Helmet
Different brands of helmets have different shapes. Try a few on and see which is most comfortable. Look for adjustable vents that can be opened on hot days, and closed on cold. Some helmets have a slide that opens or closes the vents. Others have removable plugs. The danger with removable plugs is that they may lost. Also think about compatibility with your goggles or be prepared to buy new goggles. Very few helmets come without ear coverings.
But do they work?
A British Medical Journal Study (Abstract only) Full Article seems to suggest that wearing a helmet reduces head injuries by 29%, but draws no conclusion about whether helmet use increases neck injuries. Additionally a literature review published in the Canadian Medical Association Journal concludes that "... helmets reduce the risk of head injury among skiers and snowboarders with no evidence of an increased risk of neck injury."
A helmet will not protect you in every accident. A high speed head on with a tree or lift tower will kill you whatever you are wearing. However a helmet will provide more protection than you get when you are not wearing one. So instead of brain damage or a laceration requiring stitches you may only get a headache. It is a percentage play.
The worst time to decide that a helmet would be a good idea is a nanosecond after you discover that a helmet is a good idea. You cannot rewind injury.