Congratulations on picking up a well farkled KLR.
Helmets. For many years, I thought a helmet was a helmet was a helmet. My biggest concern was getting by the legal requirements, which usually weren't much more than appearing to have an approved legal brain bucket. Fit? As long as it stayed on my head, and didn't hinder my vision much, it was a keeper. The color? If didn't cause me to defend my sexuality when I got off the bike, it was a keeper. For years, I was a member of ABATE, an organization committed to fighting government intrusion on rider's rights to choose what they wore [or didn't wear] for safety equipment, and other riding issues.
Time and miles have revealed some things to me about helmets. The biggest revelation was that I needed to be wearing one. Above all else, including price, color, and style, the helmet must fit my head. We all don't have the same shape of head, and helmet manufacturers don't make a lot of options available in each model they sell. For instance, the AFX-FX39 helmet you mention is reviewed and reported to be a low priced, adequate helmet. The problem for me with it is when I put it on, I can spin my whole head around like Linda Blair did in the Exorcist, and my ears will never touch the inside of the helmet. It is a well built, value priced helmet, that doesn't offer me a lick of comfort or protection, due to the shape of my head. No fault of the helmet or manufacturer.
I find this to be a helpful article on the topic of helmets:
I'd encourage you to set aside a rigid price limit, and find the helmet that offers you the best protection. That's why we wear those God-awful things. I take with a grain of salt any helmet review that doesn't take into account the fact that the review is based on the shape and description of the reviewer's head. Look into what a professional football player goes through to be fitted for helmets and the costs. And they don't high side at 60.
For everything else, I hit the one stop shopping emporium of the current century, EBAY. Fit can be determined at the brick and mortar boutiques, and then I hunt for the products of impulse buying on line, where all I need to be is to the highest bidder. The impulse buyer paid for the hype and marketing, I only pay what I feel is the value of the product.
Lock Jaw mentioned Tour Master products, and I 'd like to echo that. As long as the item fits you well, I think you'll find their products, including their Cortech line, to offer protection, durable and value priced.