Here in Australia, wearing an Australian Standards-approved helmet is mandatory when riding a bicycle. I know a few people who won't wear bicycle helmets because of the bulk of the helmet, or because it might muss up their hair-do  So it's either risk a fine if you're caught (as well as risking head injuries), or don't ride a bicycle. The Hovding Invisible Bicycle Helmet is an airbag contained within a fabric collar that deploys in the event of an accident. The colour and fabric of the collar can be changed to match the weather or your fashion sense.
The Gadgeteer , Hovding Invisible Bicycle Helmet, Hovding Invisible Bicycle Helmet