ATGMOTT. Always wear some sort of jacket, helmet, gloves, and boots, directly proportional to percieved risk. If I'm just moving the bike to a different parking spot, I percieve a lot less risk than pointing it at the far corner of the state, so I'm less likely to be fully armored.
95% of the time, I grab the 'stich. I mean, it's hardly more complicated than a jacket to put on, so why not? Somtimes I grab the leather jacket if I'm only going a few miles. I went w/o a helmet once when I lived in Colorado, scared the crap out of me. Enough of that... Some sort of gloves, even if it's just a pair of work gloves, jeans, and hiking boots, minimum.