I do wear a helmet whilst cycling, but there's a lot of controversy in the cycling community about them. They're of most protection in mid speed falls, rather than collisions etc. If you're going really quick, they don't provide enough prpotection, and in low speed accidents it is rare to hit your head.
Cyclists in London especially are most at risk from being mown down/crushed. In these sort of accidents, a helmet is naff all use.
As said, it is not possible with the sort of scheme being run to provide helmets. If you really want one, that's your choice, bring your own.