I don't really have a favorite online place, but State Line Tack is a big one.
I'd probably buy something like that in person if you have any kind of tack shop nearby, so I could try on different ones.
There aren't really, not up here. Unless you count Boot Barn, I suppose. I imagine a $30 helmet costs $60 there. I'm sure there must be places down toward Los Angeles. You're right, it would be better to try them on.