What exactly is a halo? Is it biblically based? And did Jesus (or anyone else) walk around with a halo all the time like it's depicted?
Haloes are not limited to Christian art but have been used in depictions of key figures from lots of religions and cultures, including Ancient Greece, Buddhism, Islam and others. They don't have a Biblical basis and aren't intended to suggest there was a visible halo around the actual people depicted.
The Wikipedia article on the subject is quite comprehensive and contains some interesting information on embellishments that were added to the halos at different times to depict different things (such as members the Trinity, Beatified figures, etc)