I honestly prefer not to wear headgear during sparring.

It messes up my peripheal vision, and weighs down my head and takes away what little bit of slipping I can do

As long as your wearing 16 oz gloves and not sparring a huge hitter or much larger guy, then really I don't believe its necessary to wear headgear.

Only problem is that once I've gotten in the ring for a fight/smoker, and HAD to wear headgear, I wasn't used to it and found it uncomfortable and distracting.