In this order. I own all of these.

1: Chris King. Hands down the best headset on the planet
2: Shimano. Any of the Shimano cartridge as they are poor mans versions of the Chris King. I own 105 and Dura Ace examples.
3: Any roller bearing headset.
4. Loose ball: Tange are good headsets
5: Campy. Great headset until your need a new fork race. 2 complete Tange headset costs less than 1 Campy fork race.