I wear eye protection at an indoor range, of course. Not when shooting outside, though. I'm aware that there are very good safety reasons to wear them, but I really don't like safety glasses. I won't go so far as to say they ruin my shooting experience, but it does make it a lot harder to get into it.
Also, I can't see for crap with my glasses always fogging up. I'd rather be able to see what's going on around me clearly. There's always the chance a gun could blow up in my face, it's true. I could also get cancer, or get hit by a bus.
Actually, I'm hoping that if I ever have a gun blow up in my face, it just leaves me with a cool scar. Or just takes my left eye... I can do without that one, I think. I could wear an eye patch, and work phrases like "Yargh", "Avast ye", and "Scurvy Dog" into conversation a lot more. On a similar note, if I ever lose a hand, I'm not getting one of those fancy prosthetics. Nope, I'm having a socket affixed to my nub, anchored in the bone. Then I'm going to pester my machinist friend into making a variety of cool accessories that I can screw into the socket, including a hook (I'm a sucker for the classics), a knife, a church key (I'll be popular at parties, for once), and maybe a cup holder.
I try to look on the bright side of things.