Many Cartridge headsets will happily take new bearings.

I've had very good luck with Cane creek s-3 headsets, which seem to have been replaced by the 40 series. These last a good long time with little maintenance, and replacement bearings are available (haven't had to switch yet, though.).. . that being said, I've also had good luck with various looseball headsets. I tend to run fenders on most of my bikes, and I just repack the headsets periodically, after a lot of mucky riding, or if i'm just feeling ambitious.