headset issues:

i have a ritchey logic [http://www.nashbar.com/profile.cfm?c...eid=&pagename= ] headset on my bike--i bought it thinking, "well, i don't have much money, and a headset is just a headset. how important can it be?"

well that bit me in the arse. the damn thing won't stay in adjustment. i'll take the play out of the thing, ride a bit, and after oh, say, between five and twenty miles, there's play again. sometimes very bad, and it's ridiculous, and frustrating. to be fair to it, i ride on some pretty rough roads, but still.

i might not get the opportunity to replace it too soon. can chronic play cause any unforeseen damage to, i don't know, my headtube or steerer?

what do folks recommend for a good/affordable upgrade? say, inside the $40 range. 1 1/8", threadless...