That is really a personal decision.  It is up to you.  Some people never go out without a helmet on.  Then again some people do not use helmets or anything.  Helmets, knee/butt pads, wrist guards etc are all optional.  Stuff like Goggles and sun block are considered more necessary.

Additionally, conditions may dictate the importance of protective gear.  For example if you are a total beginner and learning on a very hard-packed / icy hill in Virginia, you may want more protective gear on that if you are an intermediate rider doing slower riding on soft-pack groomers in Utah.

Use your head for thinking, not for crash testing!

If anything, get a helmet.  Don't worry about a fashion statement.  Too many of my friends have been concussed while snowboarding without a helmet.  It's not cool to not remember the day.  You only get one brain!

If you're on the east coast of VA like Frosty mentioned, I'd recommend wrist protection.  Catching an edge on the ice is a good way to break a wrist.

I have gotten more than a couple concussions even with a helmet on -- though it DID reduce skull damage hold my brains in   I have a Gyro Nine Helmet and I really like it.

Any local ski shop should have them in stock.  You can also try Dick's Sporting Goods.  It's a major chain that has some decent deals in regards to snowboarding gear.  I actually own a Giro 9 helmet as well.  Great minds think alike?   

I'd recommend one.  That big slam always comes when you least expect it.  They dont really look bad either.

I've got an R.E.D skycap 2 and i've got to say i love it. It has saved my head so many times. In fact i just noticed this but last season i was doing a battleship rail and i caught the edge and flip off and ended up denting the side of my helmet. So I'd have to say to just spend the money on the helmet instead of head surgery.

i dont wear a helmet... just ear protecters cuz i hate cold ears.... and i usually put a scarf around the bottom of my face below my googles..... that way my skin doesnt go raw......