Wrong.
The internet is probably the best place to buy a helmet, because on average it's a lot cheaper.
The trick is to go to your local shop and try helmets on to find one that fits really well.
It should be snug. If you can flip your head any one direction and the helmet moves, no matter how cool of a helmet or how cheap it might be it doesn't fit. It can't be tight, I think the trick is that when you try to move it on your head with your hands it should pull lightly on your skin around your forehead, back of the head, and cheeks. If the front of the helmet is squishing your cheeks in making you look like a fish, this is also no good. The strap should fit under your chin, but not close enough to your neck to choke you. If you can pull up on a helmet and it kind of makes you gag a little or causes discomfort, this also is not he helmet for you.
Unfortunately there is no way to tell if a particular helmet on your head is going to be subject to things like high speed lift up or wind roar. Wind roar can and will make you deaf, this isn't a huge problem if you wear ear plugs when you side (You should wear ear plugs regardless of wind roar) High speed lift up is a condition where air moving over your body or the fairing fills the back of the helmet. This air has no place to go, and at high speeds it can start pulling the helmet up. It's incredibly uncomfortable because the strap more or less digs into your chin and this causes you to start sit up straighter. This is a huge problem on a sport bike, where not only is it very uncomfortable to sit straight up the, you become less aerodynamic and will fatigue much faster.
There is little difference between expensive helmets and cheap helmets, you should pick one that fits REALLY WELL rather than what you think looks better. A helmet will only work if it stays on your head right, but it won't make you superman.
I do recommend a helmet with a removable liner, it will cost more but having something you can pull out and wash is REALLY ****ing nice.