Most of the figures in the GHQ Japanese Individual Infantry pack do indeed come with fatigue caps. Only a few are modelled with helmets. Similarly most of the Individual Heavy Weapons appear in fatigue caps.
I like the GHQ individual infantry quite a bit. The figures are exceptionally well detailed. But if you are set on helmets, I can see your reason for looking elsewhere.
I have had very good experiences with H&R infantry. If you look in my "Recent 6mm Work" thread ( TMP link ) you will see many pictures of my US infantry, which are older H&R castings. My continental French infantry (and my motorcycle infantry) are also H&R figures, as are many of my gun crews. I find them to be robust, with a very useful combination of poses and weapons. I would describe the detail as … adequate.
If you look at my postings on my Italian infantry you will see some of the newer H&R figures. These are quite good. Really very very good. Detailed as well as GHQ, but again with combinations of poses and weapons that are really useful. I was so impressed with the new Italian H&R figures that I also added some new US infantry (new US only available as "parachute infantry" at this time) to play the role of a US Mech Infantry company I am building.
In my thread you will also see, near the bottom of the first page, a bit of info on Scotia Grendel infantry. In particular another poster, Mirrorbird, posted a pic or two of the Scotia Japanese Infantry that he painted up. The figures look very nice, and they are indeed sporting helmets. But I would caution some consideration of the size of the figures. They appear to be a bit larger than even the GHQ infantry (which are sometimes accused of being too large). I have posted one pic of Scotia and H&R French Infantry on a single base to compare the sizes. I have tried Scotia infantry and backed away, preferring GHQ and H&R (new or even old) over Scotia.
All just opinions. Your mileage may vary.
-Mark
(aka: Mk 1)