Well no... I mean when TIG'ing it really isn't necessary as it's very controlled. All my ARC work was done with full cotton clothing, it was never really an option because of the job I had at the time required me to quite often up and leave what I was in the middle of to help out somewhere else. (I was on an understaffed maintenance crew for quite a large chemical smelter plant) Everytime I left the welding shop for the plant I had to change coveralls to a polyester pair due to the acids... Pain in the ass with even more clothing on. MIG, well again quite controlled though I occasionally find myself underneath what I'm welding and at that point you hope it hits your helmet and bounces to the floor... I guess I'm pretty conscious about where my body is in relation to the hazard... grinding though, well I had no choice in this particular case and that's how it all started.
Besides, I'm not a welder! I'm an engineer dammit. (reminder to self) I should be worrying about pocket protecters, slide rules, things that work in theory, and certainly not this type of stuff.