I will say that Italian outfit Kong makes a helmet called the Scarab (www.kong.it) that's billed as an all-sport helmet and might cover a fair amount of ground in that regard, but at $148 it costs twice what many single-sport helmets cost. For instance, you'd be money ahead to buy a Bell Furio ($60; www.bellbikehelmets.com) for cycling, then throw in a climbing helmet such as Petzl's Ecrin Roc ($84; www.petzl.com). The Petzl could also work for skydiving and sledding. Maybe even for skiing, although for that you might want to get a K2 Clutch ($59; www.k2skis.com). And those are retail pricesyou can shop around at places such as Sierratradingpost.com and probably punch your ticket with helmets at 30 percent off.
And if your wife objects, well, ask her this: What is your skull worth? $100? $200? More? I shouldn't think keeping your brain intact would be a budget line item.
Check out Outside Online's Gear Blog for a review of the Uvex Wing RS bike helmet.