Yes on both their bikes and scooters. Neither one of my children has ever even questioned it - it is as automatic as buckling the seatbelt in a car.
99.9% of the kids in our neighborhood wear helmets - all the parents watch out to make sure. In many places it is a law, at least up to a certain age. I, myself, wear one when biking as do many other adults around here. I'm with keetmommy who said you can't replace a brain if it's damaged. Better safe than sorry. That said, the helmet needs to fit properly to be beneficial in a fall.