What features should I look for in a cool helmet?
The most important thing to look for when shopping for a helmet that will keep you cool is that air flows all the way through it from front to back. 

Put the helmet on and look in the mirror. If you can see all the way through the back of the helmet, it'll probably keep you relatively cool. And the more you can see through it, the better.

Higher end helmets will also sometimes have vents that scoop air down into the helmet. The vents are raised at the front and lower at the back to force air down into the helmet as you ride along. I don't know what your budget is, but you'll probably pay a pretty penny for one of these. 

You could also try wet bandana on your head. That works wonders for me.