The biggest things you have to consider are - "What applications am I looking at?"
The second is fitment. You can order online, but you are not guaranteed a tru fit until you try them on. Alos, helmet fit varies by manufacturer. So, take that into consideration.
Finally, you don't have to spend a GOZILLION dollars on a helmet. Look at your budget and go from there.
Decent "brain buckets run anywhere from $100 - $1000 depending on what you want to do.
Check out the thread below for more information.
HELMET BUYING GUIDE - How Much is Your Noggin Worth?