Was it okay before?
You can check:
- face the frame to verify that the headtube ends are parallel
- verify cups are seated
- verify retainer isn't in wrong
- verify crown race is tight and seated
- did you use new, high quality bearings
Seems like you knew to check things so maybe that list is redundant.
Tons of grease, lots of torque on the locknut (start with adj cup a bit loose).
Might need a new headset (?).
good luck,
cdr