It just depends on how well you like to be stung. I don't wear my hooded jacket until after about 10 stings. I do always have it near. Of course, if I get 30 or40 stings, you can't find 5 of them 10 minutes later. If I don't get stung a few times, I pick up a bee or 2 and sting myself.
The old saying, "If you play with fire, you will get burned." is true. If you don't want a swollen face, wear a veil. If you don't enjoy stings, wear full protection.