Originally Posted by
DannoXYZ
You can also apply the front brake and push the bike back and forth. This will show play in the headset or front-hub bearings. Once adjusted correct, cheap or expensive headsets shouldn't be any different in performance. More expensive headsets do have better seals so they'll last longer, but won't perform any differently. Personally, I like the Stronglight headsets with roller-bearings. Very smooth action and lasts forever due to the load being spread out over a much larger surface area.
The Chris King headsets seem to have exactly the same kind of bearings you describe. However, you can have very cheap Stronglight headsets (and still the same kind of bearing), but you can't have very cheap Chris King headsets (for example, on eBay you can find Stronglight Delta headsets for less than GBP20).