On a bicycle, I tend to lead with my face.
I've already told the story where I ran into a parked car and smashed my chin on the fender ridge. And, I recounted the time that I gapped my chin open, in Moab, and alarmed the patrons of Eddie McStiff's as my blood dripped from my beard at the table.
One day, as I was on my way to work at the bike shop, I stopped in at The Java Cup for a hot latte. The temperature was in the brisk 20s, and I was a bit chilled. While I was there, Eric Potter showed up, also on his way to work at the shop.
We finished our lattes, and got ready to leave and ride the rest of the way together. As we went out the door, Eric asked if I minded if we stopped by the bank, just down the road. He had spent the last of his pocket money on his drink, and wanted to stop at the ATM.
It was fine with me, so we took off down Main Street, and made a left into the bank parking lot. As I entered the parking lot, I was following Eric, and slightly to his right. I saw his back wheel slip just a bit, on the edge of a patch of black ice. Unfortunately, I wasn't on the edge of the ice.
My front wheel washed out from under me, and I went straight down to the icy pavement with my hands still on the brake hoods of my cross bike commuter. The first thing that hit was my left cheek, and I got a nice little strawberry on it, about an inch and a quarter in diameter. Otherwise I was unhurt.
Oddly, my helmet never touched the ground. In fact, in all the crashes I have suffered on a road bike, I have yet to have the helmet come into play (with the exception of the one which took the windshield out of the Mercedes on Parker Road). That is, in fact, one of the reasons that I count myself as a "helmet agnostic", on the road.
I won't mountain bike (or ride a motorbike) without a helmet. But virtually the only time I wear a helmet on my road bike is during my commute (more for Public Relations than any idea that it makes me safer), or when there is snow and ice on the road (which makes road biking more akin to mountain biking than anything else).
It's not a popular attitude, my doubting the efficacy of bike helmets. But it is mine, well thought out and formed over a number of years. Your mileage may vary.