I just finished my first project here are some pictures of the process, I am putting subtitles along the way to inform anyone who is unfamiliar with this process.
STEP 1

http://halocostuming.wikia.com/wiki/Pepakura_File_Index
http://www.405th.com/showthread.php/13671-Pepakura-Requests?highlight=play+files
http://www.405th.com/showthread.php/24086-*The-Official*-Halo-Reach-Pepakura-Files-Thread?highlight=jun%27s+helmet
STEP 2
So for my project i chose the Kirrou ODST HD Rookie helmet, I unfolded it (changed which parts fit together and where, to best suit my needs) and had my local printing store print it out on card stock.
STEP 3
<< thats when I was half way done... kinda looks like a marine helmet...