Here in Australia, where they're mandatory, us 'hipster' types get around this by wearing helmets that look like the sort of 'crash hat' that skateboarders wear: very dome-like, skull-shaped things rather than the traditional swept-back-vents-all-over helmets that your racing cyclist would wear.
Hotter in summer, but they look cooler. ;-)
FWIW, I thought it was weird at first having to wear a helmet. I'm from the UK. Now, though, it just seems bizarre that I wouldn't. It's my skull! My brain is in there. It only takes one idiot, and knocking my head off concrete from 6ft up at even 10km/h sounds like a terrible idea. Anything that cushions the blow, even if that blow is unlikely, now seems like the most obvious idea in the world.