We stock a lot of Tange headsets at the Bike Co-op here in Santa Cruz, of both loose-ball and sealed bearing varieties. They all seem to be of reasonably high quality and can be adjusted to feel as good as any headset, IMO. The loose-ball headset is cheap (we sell it for ~$9), sealed is a little more (can't remember what it costs). I used loose ball headsets because they're cheaper, letting me skimp where I can to pick up the parts that I forgot to budget for (by using an inexpensive 1" threadless loose ball Ritchey Logic instead of a Cane Creek S-2, I could afford my Gatorskins) and beause I'm not worried about the extra work of keeping them adjusted and clean. I figure I **** with my bike often enough that it's not really much trouble to go in and adjust and clean. I always use sealed bottom brackets, though, since I don't **** with my cranks much.

If you're willing to deal with some maintenance, the cheap-as-hell Tange loose ball bearing headset is fine. If you rock a front fender, it'll almost never bother you.