In reply to spenser:
A climbing helmet is best for climbing, a cylcling helmet is best for cycling, but it is kind of handy to take only one helmet if you are cycling somewhere to go climbing. I usually opt for a climbing helmet in this situation, ideally one that kind of works on a bike, on the basis I can't be bothered carrying another helmet as luggage, I wouldn't be too bothered about cycling without a helmet if I had to, and on my head is as handy a place as any to carry my climbing helmet. Although there is always the option not to take a helmet at all, people used to climb without helmets all the time, same for cycling.