I would much prefer to cruise back at 4000 and shoot an ILS than hedge hop in crappy wx at a couple of hunder feet!
For me, it depends on a couple things. In the local area (City of Boston) I'm comfortable flying low because I know where all the wires and towers are along the highways (did a few years flying the traffic helicopter). Outside the local area, I'd rather file, except when it's winter here and the freezing level is to the surface, then I don't go IFR. Too many stories about what happens when you take on a load of ice.
I was lucky in that I already had some IFR experience in airplanes before the first time I flew SPIFR in a helicopter, but there was still that moment just before I punched into the clouds where I thought "I can't believe I'm doing this!".
Too many years of flogging VFR R22s around where I've always figured IMC==death.