I could (if I were being dumb) make my current helmet give me a headache by tightening the dial adjuster in back too tight. I could probably also do it by wearing a very high ponytail and trying to jam the helmet on over it. If you don't have a dial adjustment system and it's giving you a headache, the helmet is too small. It should feel snug and not be inclined to fall off even if it's not strapped on, but not be *tight*.

I've had helmets with dial adjustment and helmets without. You can get a good fit with either, but I find I like the dial better since I can pull ponytails through in the space between the helmet and the adjustment dial. I also like being able to tuck a braid under my helmet and adjust the helmet to fit that way.