These are pretty sexy helmet locks:
http://www.barender.com/
Search around the forum as others have come up with some interesting solutions to helmet locks. One was strapping on some carabeeners under the seat. THen all you have to do is pop the seat off, clip the helemt chin strap on teh carabeener, and put the seat back down. Helmet locked.
I personally use a nice little retracting cable lock. Runs about $30, but I can lock my helmet and tank bak to my bike with it. You could use similar ski type cable locks too. Easy to pack around in a pocket.