Lots of commuters (especially in London) use the BMX helmets as they are very compact and can be easily slipped in a rucksack.
Your best bet is to go to a bikeshop and try lots on, look for adjustability and a good snug fit, make sure it's not going to slide about when you are sitting on the bike - you don't want it to rotate down over your eyes and the number of people I see with a helmet perched at a jaunty angle on the back of their head, providing no frontal protection at all, is depressing. Take a pair of sunglasses with you and make sure they fit over the straps. If you are planning to ride in winter, take a beanie and make sure it fits under the helmet ok.
I have a new job where I'll be spending time on my bike. I never had a helmet before, so can any of you lovely people give me some advice as to what to look for please? My head is quite small so anything that minimises the cartoon character look would be fab :-)