Originally Posted by
reptilezs
keyed washer, top nut bottoming out on steerer
+1,
The most common cause of headsets that get loose quickly is the top nut bottoming on the steerer, and a washer underneath to solve it.
Headsets without keyed washers (forks without keyways) are also hard to keep adjusted and tend to loosen very slowly over time. This is harder to fix if the fork doesn't have a keyway, and might call for locktite in the locknut threads.