I read on either the Shoei or Arai site that most people wear a helmet that's at least 1 size too large. It should be very snug, but no pressure points (especially around the temples).
Your head should contact as much of the padded surfaces as possible. If there are gaps between your cheeks and the pads, get bigger pads (if possible). If the pads don't make good contact along your forehead/temples, then the helmet may not be the correct size.
With the helmet on, but with the strap NOT attached, if you take both hands on either side of the helmet, and twist (keeping your head straight), the helment should not twist very much.
Putting the helmet on and taking it off should require some effort. If it pops on/off, it's probably too big.
These are just guidelines, but hopefully they've helped.