+1...I hate using adjustable wrenches for that very reason. There are double ended headset wrenches out there that will give you a bit more utility for your money. An adjustable wrench will work but there is the chance it will slip and muck up the wrench flats of your headset. You may find, in general, that you are more inclined to do maintenance when you have the write tools for the job. Also, often times with a threaded headset you need to loosen and re-tighten until you get the perfect adjustment, this is more even more common when you are learning how to adjust a threaded headset or don't perform this maintenance very often...often the act of tightening the locknut affects the overall adjustment...everytime you stick that adjustable wrench on there is another oportunity to bust a knuckle or ruin your part.

-j