There has been some speculation as to the origins of the Glengarry, namely that, as Todd mentioned, it began as a Kilmarnock bonnet that some wore with a crease in the middle, therefore creating the distinct shape. Just as the American "piss-cutter" and other General Service caps of other nations, the Glengarry is traditionally a military cap. I wear one often, as both a piper and a Scottish military reenactor. There are many variations in color, dicing, and hackles, all which have special significance to their regiment-specific beginnings. I have tons of photographic sources from the Crimean Wars up until the present day. If you're interested in seeing some, I'd be happy to post a few pics. Just as your kilt, to wear a glengarry or not is a personal choice. If you choose to wear one, however, wear it proudly and understand its significance!
Hope that helps,