I used to wear an aluminum hard hat but they were replaced by nonconductive plastics because of electrical considerations. In an urban environment that would be an important consideration.
I am a strong believer in protecting the head, having treated way too many cases of cranial trauma, a fair percentage of which were instantly fatal, and several where head protection saved a life.
There are now various models of climbing and kayaking helmets that are protective and comfortable.
One thing I've seen lately that I'd like to pick up is a bump cap. Basically they're baseball style hats, but with a rigid plastic liner and some supportive foam. I'm sure it doesn't offer as much protection as a true hard-hat or climbing/bicycling/riot/whatever helmet, but it's better than nothing and it wont look so out of place in an urban environment.
