2nd the vote for the 105s, normally can find 'em cheap somewhere. Once they're dialed in they stay. Does exactly what you'd expect it to do. Very minimal graphics as well.

Rivendell has a high opinion of the Richey WCS headset, they say "They're light, sealed, pro quality, as good as any"
See http://www.rivbike.com/webalog/headsets/30020.html

Also you can get Campy threaded headsets under 50 quid, which are lovely and really loose ball bearings are only a pain if you're not expecting them. Otherwise I think they're easier to deal with than cartridge bearings cause ball bearings are cheap and readily available.

Overhaul evey 6-12 months and you'll be set for a very long time.