Stepping in for a moment, as I have been researching all this stuff for a long while due to interest in Halo helmets, Fett, and Daft Punk... The general answer for this is "card stock". Card stock, however, comes in a variety of thicknesses, just like normal paper, and can also be bought in various sizes.
For my Daft Punk helmet I am working on, I am using 110lb cardstock, sized at 8.5"x11". I got 100 sheets or so in a package at Walmart for about $5. This should be more than enough for a few helmets.
I've also heard -- but not seen -- of cardstock in the 130lb weight range (!!!) and in A4 sizings. Again, heard, not seen. I wonder if the 130lb weight would jam a printer...
In any case, with careful folding, and plenty of careful work after the assembly (resin coat, fiberglasing, bondo'ing, etc) you should come away with a good helmet using 110lb card stock.