What to you mean by helmet lights? Are you talking about a lip or mic light? In addition, you need to make sure all of these accessories are allowed by your employer. Another consideration is compatibility with your equipment. For example, will the light in question interfere with the night vision mount or use of the visor?
Try either Pelican lights or Flightsuits.com. I have the pelican light velcroed on my helmet and a lip light. I find the pelican light to work better. The lip light keeps getting accidently turned on and the batteries keep dying. The light isn't as good either but may be better when you need less light. Both of them have both white and/or green (NVG compatible) light options. We never turn a light on without first asking the pilot's permission and they are ok with the ones I have.