My favorite headset wrench is from Stronglight:
It's much more secure than the standard open-end wrenches; I've never marred an aluminum cup using it. They're sold in pairs, with one slightly offset so the handles don't interfere with each other. The only caveat I can offer is that they won't fit over the Super Record aluminum spacer, so when I'm working on a Super Record headset I use a Campy wrench on the threaded cup and the Stronglight wrench on the locknut.