Most Goal Tenders nowadays wear with new 1 piece Mask however Chris Osgood is the last remaining Goaltender to wear the Helmet/Cage 2 piece set up. I know Dominik Hasek also wore the Helmet/Cage set up but im assuming there was someone who retired after him who also used it, A list of all the most recent goal tenders to use it would be awesome but whatever works, thank you! 
Dan Cloutier by the end of his NHL days switched to a mask (circa 2007 I believe).
However, in 2009 the Wings invited him to training camp and he had since switched back his old helmet before retiring.
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Dominick Hasek wore a helmet and last played in the 2007-2008 season.
Martin Prusek wore a helmet and last played in the NHL in the 2005-2006 season.
Arturs Irbe retired from the NHL after the 2003-2004 season.
Glenn Healy retired after the 2000-01 season.
Tommy Soderstrom last played in NHL during the 1995-96 season and wore a helmet.
These are only the ones I can think of off the top of my head.
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I can't find any hard concrete evidence on who the last goalie was officially, it really depends on what you think. In his last NHL seasons with the Kings, Cloutier switched to a mask, although he could have switched back to the helmet there is no record of games he played with each. However, in September 2009 he played for the Wings in exhibition games sporting the helmet. If you don't count exhibition games, then the safe bet is Dominick Hasek who last played for the Wings in 2007-2008.
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