Gideon, Ally of Zendikar (or any of the Gideons that become creatures) equipped with Helm Of The Host, assuming he's been turned into a creature before combat and equipped with the helm... what happens? Do you keep the token that's a copy of the 5/5 indestructible creature at end of turn?
If Gideon is a creature, the token created this way will, with the exception given on Helm of the Host, acquire Gideon's copiable values as it enters (C.R. 707.2, 707.9b), so that the token will enter the battlefield—
as a copy of a noncreature planeswalker (regardless of whether Gideon is also a creature due to his first ability) (C.R. 706.2),
with as many loyalty counters on the token as its "printed loyalty number" (which is 4 for Gideon, Ally of Zendikar) and not necessarily with the counters that Gideon already has (C.R. 306.5b, 707.2; for interaction of these effects, see C.R. 616.1, 614.1c-d, 614.12),
without necessarily being a creature, being 5/5 or having indestructible since most effects, other than copy effects, aren't copied by a copy effect (C.R. 707.2) (the effects of Gideon's first ability apply in layers 4, 6, and 7 [C.R. 613.1d, 613.1f-g], rather than layer 1, which Helm of the Host's copy effect applies in [C.R. 613.1a]),
without necessarily being legendary, due to Helm of the Host (C.R. 707.9b, 108.1), and
with Gideon's loyalty abilities since those are part of Gideon's copiable values (C.R. 707.2).
In general, when an object becomes a copy of another object, it acquires its copiable values (here, Gideon's copiable values); however, those values don't include counters or most effects (such as that of Gideon's first ability) (C.R. 707.2).
The token created this way will also gain haste; that's not part of the copy effect, but is its own ability-adding effect (C.R. 613.1f). And nothing in Helm of the Host tells you to remove that token from the battlefield, whether "at the beginning of the next end step" or at any other time (C.R. 110.1, 111.6; compare Helm of the Host with Cogwork Assembler).
EDIT (Jul. 26): Edited first part generally.
EDIT (Jan. 2, 2019): Clarification.
EDIT (Feb. 4, 2019): Correctness edit.
EDIT (Jul. 5, 2021): Edited, including because one rule was renumbered in the meantime.
EDIT (Oct. 22, 2022): Edited to conform with Oracle text changes with Unfinity, and because some rules were renumbered in the meantime.
WUBRG Some of these decks can actually win games...WUBRG
How I know I should build a deck:
In general, when an object becomes a copy of another object, it acquires its copiable values (here, Gideon's copiable values); however, those values don't include counters or most effects (such as that of Gideon's first ability) (C.R. 707.2).
See also this thread.
The token created this way will also gain haste; that's not part of the copy effect, but is its own ability-adding effect (C.R. 613.1f). And nothing in Helm of the Host tells you to remove that token from the battlefield, whether "at the beginning of the next end step" or at any other time (C.R. 110.1, 111.6; compare Helm of the Host with Cogwork Assembler).
EDIT (Jul. 26): Edited first part generally.
EDIT (Jan. 2, 2019): Clarification.
EDIT (Feb. 4, 2019): Correctness edit.
EDIT (Jul. 5, 2021): Edited, including because one rule was renumbered in the meantime.
EDIT (Oct. 22, 2022): Edited to conform with Oracle text changes with Unfinity, and because some rules were renumbered in the meantime.