Beanie under the helmet is actually not a good thing. A few helmets have knit liners which look like they are wearing hats under, but they aren't. It is soley a fashion thing.
The beanie under the helmet can actually inhibit the performance of the helmet causing it to not be tight enough. When you put on the helmet if it fits properly it should move your forehead skin around when you try to move it. It should be tight all the way around the head with out any pressure points. When you put a beanie on under, it generally doesn't fit tight enough cause again, with the beanie on, it should still move your forehead but I promise you it is quite uncomfortable in that manner (unless you have a magical beanie with no seams).
Like the post up top, I wear a Smith Holt too cause its the cheapest helmet I can get. Helmets are only good for 1 major impact and I've had 3 in the last year and a half. So I don't want to buy a $100 helmet. If you are looking for something more so to keep your head from cracking open on rails and such, then don't get a helmet, get a hard hat. Bern makes hard hats, I believe POC has 1, I've seen them from another company as well. The Bern ones have the liner in them where it looks like you are wearing a beanie under.