Although quality of the headset can be part of the problem, typically when I see the brinelling you are experiencing it is due to the headset being loose. When I assemble a headset after cleaning and greasing, I rotate the fork as I am snugging the headset. I tighten until I can feel it start to bind and then back off slowly intil it feals smooth. I then go for a test ride which should ensure that the bearings are well seated and check to make sure it has not loosened.

You should check the headset for play regularly as it literally takes a couple seconds.