Depends on your definition of cool. It is an opinion.
To get the security helmet you need to have over 1000 gamer scorer from halo and 50 achievements.
well I got my security shoulders when I reached the gamescore of 850. That sucks I know but I got Katana and security helmet at the same time at the gamescore of 980...pretty glitchy eh? My friend got them when he reached 450. Security shoulders are known to be really glitchy :D
helmet
Nope
Armet Italian visored helmet 1450+
I personally like the EOD but most people don't.
In any of the menus (except the in game menu) you press start and move the left control stick to the right and then you should find something that says customize character or something. For the spartan you start off with the MARK VI and CQB helmet, shoulders and chest. For the elite you start with the combat and assault helmet, shoulders and chest. you can unlock more armour for your spartan and elite. for example to get the ODST helmet you have to get the first badge. i cant remember what is called but it is silver with to battle rifles crossed. (note this is for the xbox 360)
Body and leg armour, shield, helmet, and with a sword and lspear.
a helmet, shin guards silver armour, a shield and a sword
Body armour, helmet, greaves and sandals.
Nemean lion.
you get drops if you kill things and you can get there swords or helmet or wings or armour