One of the best things you can do is install a front fender -- the headset has a much nicer life when you're not spraying crap directly at it.

Short of that, I've been impressed what a little "skirt" made of packing tape has done on one of my bikes:



It used to be that the headset would get gritchy after the first ride in the rain or dirt, necessitating a repack of at least the lower bearing. It's been smooth ever since applying this little piece of tape. If I'd known it would last this long, I would've spent more time making it look nice.