No not the one in your pants, the one you need on your head when on a Track day.
Good Advice from Rawr
(YES! good advice from Rawr)
I'm surprised nobody's actually mentioned fitting yet. There's no point spunking £500 on a top-spec Arai if you don't have an Arai head. At best you'll be uncomfortable and at worst it'll be detrimental if you have an incident.
If you've not owned a helmet before, don't order online or over the phone, go and try them on. This shouldn't be a five minute job and you should set aside a decent amount of time for it. Try different manufacturers and different models from the same manufacturer. Make sure it's a snug fit all the way around the head with no tight spots and no free spots. Try and keep the helmet on for at least 15 minutes, as this will allow it some time to settle and if there are any pressure points, believe me, you'll know about them after 15 minutes. Sometimes you can get lucky, try on a lid and it's just perfect, other times you'll try it on and it'll be instantly wrong, but the worst is the one where the poor fitting only makes itself known after you've been wearing it for a while.
A helmet with a removeable lining is definitely a bonus as if it's hot, you're going to sweat like an ape and your lid will stink like ass after a while. Helmets with adjustable/removeable/interchangeable cheek pads are also good for getting the perfect fit around the face.
When you've done all that and you're back in the privacy of your own home - and this is going to sound really stupid - put your helmet on and watch television for half an hour. You'll feel like a complete plum doing it but if you find yourself developing a headache, it may not be the right helmet after all.