!
A few points:
I disagree with Hereditary Thane's statement that tiaras are not worn on private occasions. I have read that Queen Mary dined each night in full evening gown, jewels, including tiara.
Some etiquitte of tiaras:
1. At least in the English-speaking cultures, unmarried girls aren't supposed to wear tiaras. Their youth is considered more than sufficient adornment. They don tiaras for the first time on their wedding day, to hold the veil. (Anyway, that's the guideline I followed.) Similarly, the old rules say that young girls and young unmarried women shouldn't wear elaborate jewelry at all. Again, superfluous when youth is such a rare, fine adornment. Married ladies have lost their bloom, I suppose, and therefore need help from the diamonds!
2. A related rule I grew up with was that one did not wear diamonds during daylight hours. Unfair competition with the sun, I suppose. Queen Elizabeth II wears diamonds in daylight hours frequently. So I suppose this is not a valid rule anymore. If anybody would know, she would. And she's certainly not the sort of person who breaks rules recklessly!
3. One needn't have a royal or noble title in order to wear a tiara. And it is perfectly okay to borrow a tiara if you haven't got one of your own, or if Lady Mary's tiara looks better with Mrs Kennedy's dress than Mrs K's own tiara, for example.
4. My friend Carol is adamant that one NEVER EVER wears a tiara in a hotel. EVER. But I've seen photographs of royal ladies in tiaras at events supposedly in hotels, so maybe this is a rule in the US only?