roccobike

To the best of my knowledge, helmet laws vary by state, county, municipality and function within any of those areas. As an example, where I live you must where a helmet under 16 or on any mountain bike trail or MUP path. I do not beleive it is a requirement for road cycling, but I wear one anyway.
As for what to wear. There is only one difference between a road helmet and a mountain bike helmet, the mountain biker attaches a visor, road helmets do not. Some people buy one helmet and take the visor on and off. Then there are folks like me that just wear the darn visor and don't care that it is not 'correct' on the road. There are other helmets for other types of cycling but I'm not familiar with them.
As for quality of helmet, I purchase some of my helmets at discount stores since all helmets must meet the same safety standard. I do have one Specialized helmet purchased at a LBS, and I must admit it has slightly better construction than the X-mart helmets, but it is doubtful that it provides better protection.
As for helmet appearance, my X-mart helmet is all black, sort of like a Darth Vader look. I think it looks cool, but then I'm no expert on cool. There are so many variations in helmet colors you should have no trouble finding a helmet you like, just shop around. If you want to buy a helmet with a recognized pricey brand name, Giro is probably one of the most recognized, Specialized sells mid-priced helmets and their name is also respected. Hope this helps. I'm sure others will add posts.