Yep, helmet bags are definitely the way to go when you put your gear away at the end of the day! I'm DEATHLY afraid of spiders (snakes...not so much), so I'm anal about making sure none of those little devils have made their way into my gear (I store my gear in the garage with the bike). Another thing I do...I put a plastic grocery bag over the top of my boots, so they can't crawl down inside. YUCK!
OP, I'm glad to hear you're ok. I actually had something similar happen, albeit with a moth instead of a bee, just recently. I was riding along and saw it coming...it hit me right in the throat (right on the collar of my jacket) and then suddenly it flew up into my helmet. So, for a second, it was sitting on my breath guard, staring me eye-to-eye...lol. After i realized what it was, I simply raised my visor and he got sucked out. But it was kinda freaky, nonetheless.
When I'm out on a ride, I ALWAYS take my helmet with me inside if we stop to eat. Not only to keep bugs out, but also because I've heard horror stories of people doing things to other people's helmets or the strap getting cut and the helmet being stolen.