I've had many helmets, by many mfg's over the years. The thing you have to do first and foremost is try some on. They are different shapes and some people's heads fit some helmet brands better than others (Bells are more round, Giros are more oblong etc.)
Prices vary, but as long as they are certified - ANSI and SNELL in the US, the differences in price are usually about how aerodynamic, how many vents, and how light the helmets are. $35 helmets are still safe as long as they are certified. I still have a $35 Bell that I wear sometimes.
I haven't seen too many in orange - but there is this one-
http://www.bellbikehelmets.com/europ....asp?prodID=10

otherwise there are lots of colors and designs out there

Just make sure that you find one that is comfortable to wear when it is cinched down tight enough that it will not move around on your head. Have the person in the shop help you get all of the straps set up properly as this can be difficult and it is very common for people who have not owned helmets before to wear them improperly. The two most common misfittings- the helmet should sit straight on your head (not tilted towards any one side) and should not be pushed back to expose your forehead. The strap should not hang loose under your chin (yup I see the pros do this all of the time - bad boys!)