It depends on the helmet. For most of Mass Effect... no, I don't like the helmets, but I keep them on as part of the setting and aesthetic. Dragon Age: Origins? Only liked a few of the helmets but didn't really have a choice in the matter; at least Dragon Age 2 had the invisible helmets option.
I liked a good deal of the helmets in Morrowind, particularly the Adamantium Helm of Tohan, with a replacer mod that gave it a Shredder-esque mouthplate. In Skyrim, not so much--some helmets looked fine, but I didn't care for the barbarian aesthetic present in most of the game's armors, particularly that of Dragonplate. In fact, it was one of the reasons as to why I commissioned the creation of the Dragon Knight Armor mod. In that game, at least, I only wear helmets and armor when going into battle, and generally walk about towns and such in regular clothing. Same deal with Fallout 3 and New Vegas, some I liked, some I hated, but I generally only worried about it when going into battle or exploring hostile wilderness. In both of those games, my endgame armor helmet was something I rather liked (in this case, the Reinforced Chinese Stealth Armor mods).
Sometimes I dislike helmet designs even if you can't actually see them in game--take the Blue Dragon Helm from Lunar. That thing looks ridiculous, but at least you don't see Alex wearing it on the game sprites. The Dragon Helm from Lunar 2 looked great, though... even though green wasn't Hiro's color.
In Diablo 2, at least the best helmet type in that game was the Crown, which didn't look half bad on the Paladin. And helmets are aesthetic-based on classes in Diablo 3, so it too didn't really matter too much, but was overall necessary to wear.