We use full-face helmets, primarily Bell M3s as they are cost effective and do the job. however, we spend time at the track as well. If it is just for auto-x, having a open-face helmet helps a great deal with heat during summer. Just make sure it is SA2000 certified. Obviously, you take more risk, but serious accidents are quite rare in auto-x.
I've been autocrossing with a Bell Mag 5 open face helmet. It is light, gives good visibility, and fits me well. My one peeve with it is that the visor plastic is really fragile and breaks easily. Most places just have replacement visors for full-face helmets, but I see a couple placed on the web where they're available.
I've been doing some track events this year and have been advised to get a closed face helmet for safety. I could go the cheap route with something like the Bell SR-Pro ($250) or Sport 3 ($300), the more expensive with an M3 ($450), or get a forced air system like the M2 forced air ($350 + air blower) or Vortex forced air ($600+). I've heard a few people comment that they really like the forced air setup, but I haven't tried one myself.
Simpson Voyager SNELL 1990, M... It's legal where I run. I have a tinted visor for the rare occasions that I run into the sun, but this year I ran visor up on all hot runs. In '05 I plan on getting an SA rated replacement.