What other ways are there to make helmets then beside pepakura.
If you're skilled enough you can do the clay method, just will be very expensive. Let alone all the supplies you need after your sculpt.
There really isn't any more options (that I know of...as of now) except what has already been said, unless..UNLESS you are very good with popsicle sticks. You can use it as a rounded "base" and cover it with "insert medium here"
That MIGHT work, but again, if you have the resources and the money, by all means, don't let us stop you!
Clay costs vs. Paper costs + materials for either said items, weighing those options are always key.
For most of us...well me, I try to put costs before I do any type of build. From start to finish, I try to rationalize if it will be cost effective so I don't have to eat top ramen for a week or 2.