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As Punkture says, fit is key. A badly fitting expesive helmet won't protect as well as a well fitting cheap one.
Having said that, I like helmets that have some kind of multi-impact material. Either through using a closed cell foam, EPP instead of EPS or a D3O insert etc... Ski helmets take a lot of knock from transport, falling off tables, someone bringing the lift bar down too quickly on your head, that I think it's a worthwhile feature.
Any recommendations on helmets. Dont fancy renting then anymore. Don't want to spend £100s but also it's definitely a good idea to protect my noggin.