Women's helmets are specially designed with features like room for their horns, er, I mean, their ponytails. No really, I'm not sure there is much difference between men's and women's helmet designs except for the sizes and graphics. In the Giro helmet lineup, a Women's medium fits like a small Men's.
Road bike style helmets will be sleeker, lighter and more aerodynamic. Mountain and city style helmets may feature lower coverage in the back and will usually have a detachable visor.