What kind of helmet should I buy?

If you care about your functioning brain and your life, then I would recommend a helmet with real protection. Just because a helmet is hard on the outside and padded on the inside doesn't mean it will actually save your brain from any real impact. Most skydiving helmets are great for attaching cameras, and protecting you from the side of the wind tunnel, but the fact of the matter is that I've never seen a "skydive" helmet made with impact foam. If one exists, I have not yet seen it.

Most helmets that have been designed for more mainstream sports such as mountain biking and alpine skiing are constructed with impact foam - the stuff in bicycle helmets. Closed or open cell foams, or even that fancy new d3o stuff, are simply worthless by comparison. Get a helmet that is certified for alpine skiing, mountain biking, or airborne sports.

If you want to jump a low-profile fancy skydive helmet on a BASE jump, then that's great - just don't kid yourself that you're actually getting a decent amount of protection, because you're not.

Choosing a helmet that contains impact foam in a design that is certified by CE or equivalent for alpine skiing, cycling, or airborne sports is the simple guideline. Now, the only question that remains is what level of protection we want - full face, hardcover for the ears, or just a half shell? It's up to you, but before you jump to the conclusion that you're probably never going to need a helmet since a helmet is useless in the event of freefall impact, think about this:

Even a slight off-heading, if combined with a couple of line twists or a low-pull, can send you off course and away from your intended landing area. Is there ever anything hard anywhere around the perimeter of your intended landing area? Yep, there is, I can almost guarantee it. Might it be possible that you could have a really shitty landing, as a result of that off-heading, in that hard stuff? Yep, it sure is possible, and it doesn't take much to end up having a hard landing in some rocks, or someplace bad in an urban environment, and a helmet could mean the difference between you walking away or being mentally handicapped for the rest of your life.