LOL I think i found a dozen of them by now, i sold them all except for one. I figured i was going to wear one, since the rest of my gear is almost completely made up out of Daedric stuff, but i went with an enchanted helmet instead, mainly to keep the weight down a bit, because i'm overencumbered fast enough as it is already. So i stored it in a chest in my Bravil home, maybe i'll wear it later when i can carry more loot around, dunno yet.
The only thing i can't seem to find is a pair of Daedric gauntlets, i still wear Glass gauntlets, and it doesn't look good on Daedric.
Anyway, going into a couple of portals should get you a helmet soon enough, that's where i found mine too.