When CA passed a law requiring kids under 16 to wear helmets while riding bicycles, that's when I started wearing a helmet for skateboarding. I would ride my skateboard to the park, while my then 5 yr old daughter rode her bike. I didn't want to use the "do as I say, not as I do" argument.
After one week of skating with a helmet, I was hauling ass on a downhill section when my wheels hit something, locked up, I fell and slammed my head hard. If it wasn't for the helmet, I probably would have been knocked-out, with my 5 yr old daughter freaking out, looking to get help for daddy.
Now I wear helmets for skateboarding, snowboarding and surfing (but only at shallow reef breaks).