Different manufacturers have different sizing, so ordering one online is a crap shoot. If you do order one online, make sure you try on one in the brand and size you are buying. Always make sure and try a helmet on before buying! A helmet is the single most important piece of safety equipment you will invest in...however some only wear them to abide by state laws. If you are approaching this from the safety angle (as you should) then research the safety ratings of all manufacturers. Modular helmets are really nice because of their versatility, but because the jawbones are essentially a moving part, they tend to not perform as well in safety tests and noise reduction as solid full face helmets do. If you want a high quality helmet, but don't want to spend high-dollar, try finding a used one on eBay or Craig'slist....yes...you can find a high quality used helmet and not spend a fortune...I bought a Shoei Multi-tech in pristine condition used on the cheap simply because the guy who had it decided he only wanted a half or 3/4 helmet.
As far as sizing goes...a helmet is supposed to be snug and immovable once strapped on, but if your head feels like a grape about to burst after a few seconds, it is bound to become uncomfortable on a ride of any considerable distance.