$45 for a quality headset is about right. I'm looking now at a Cane Creak 40 IS42/28.6 unit (Italian 42mm head tube diameter). MSRP is $52.00. For less than $100, Cane Creek 40 and FSA Orbit headsets are hard to beat. Over $100, a Cane Creek 110 will probably outlive your frame. Over $200, the Chris King devotees can chime in.

Regarding weight, don't. You want quality and durability here.