Cartridge bearings wear out by developing play or looseness, they don't pit or develop "index steering" like loose balls. Most are sealed but I like to bed them in grease to prevent water and dirt incursion. Some cartridges are not really sealed and some have removable seals and can be cleaned and relubed occasionally. It depends on the make and model of your headset.

I recommend a Cane Creek or FSA headset since replacement bearing cartridges should be easily available when/if the time comes. Whether the Cane Creek bearings will fit a no-name headset, dunno but I wouldn't depend on it. Incidentally, Chris King makes the premier sealed bearing headset (with a 10-year warranty no less) but at significantly higher cost.