For headsets, I use the following:

http://cgi.ebay.com/Mountain-Bike-Ro...#ht_500wt_1023

You could probably source most or all of the parts at your local hardware store, but I bought the set from eBay. What I like about it is that the discs that press the headset cups are designed to seat into the headset bearing. Press the cup with the bearing in place, and everything stays inline. The set above fits 1 1/8" and 1" headsets. There is a separate set for 1.5". I press several headsets a year using the tool.