Get a Stronglight A9 headset. There are either some NOS coming out or they started producing them again (I just order one for a rebuild). They can be had for about 40 to 60. Round balls for a headset are just not a good idea. Sometimes you can help the matter by removing the bearing cage and just inserting all loose bearings into the headset but I suspect it will still notch itself after a while. If it is notched already no amount of help will un-notch it.

Another option is to spend a lot of money on a Chris King Headset...

The reason headsets notch is really simply because there is a lot of force being applied to the race and ball in a concentrated area, The ball bearings in a headset don't really utilize the entire surface area of the race like a B.B. that is constantly turning, they pretty much stay in the same place in even after a turn.