My summer project is to build out an '09 Diamondback Response into a robust (not necessarily light) XC mountain bike on the semi-cheap. I picked up a new suspension fork, and am leaning toward getting a more heavy-duty headset than the OEM cheapy. It uses a 1 1/8" threadless with standard pressed-in cups (not zero stack or integrated). I don't know much about headsets, but am inclined toward simplicity, steel, and lower prices. I'm thinking I need to look for cro-mo cups rather than aluminum, and traditional bearings rather than cartridge.
I see cheap headsets in the $15 range, and headseats over $100. I'm dubious of the former, and would prefer to spend less than the latter -- any suggestions?

fsa pig. big 1/4 balls in the lower cup and about 20-30 bucks

That name rings a bell - I'll check it out, thanks!
I've also just been looking at Crank Brothers Iodine AM SL Directset and Iodine AM C Directset -- any opinions on these (the latter is about $60).

Looks like the Pig has an aluminum upper cup -- should I be worried?

Mondoman: The lower part of the headset takes most of the stress.

the pig headset i have has steel cups

Thanks, guys. rep - the FSA tech manual I downloaded also shows the Pig having both cups of steel. Looks like I'll be going for a Pig!

Being aluminum on the outside does not mean the Ball races are of aluminum,

I have a Campag super record threaded 1" .. those races are Hardened
ground and polished steel, imbedded in an aluminum part.

Honestly I'd just keep the cheap original headset. It's steel, it should hold up. I've never actually seen a headset fail before. What are you planning to do to this bike?

In examining the bike, looks like the original top cup is not quite fully pressed in (not fully seated), and I recently got a deal on a much nicer suspension fork from ChainLove, so I figured I'd install a nice quality headset. Other than that, I'm just installing mechanical discs in place of the V brakes, and grip shifters. The idea is to have a beefy off-road bike for the hills, trails, mud, etc.
I found a deal for the Crank Brothers Iodine SL (stainless) for about $30 more than the Pig; that's just within my budget, so I think I'll try that and see if fancier headsets are all they're cracked up to be.

However, my long-term project bike is a Trek 8000 ZX. If I can't find the parts to rebuild its shock, I'll be swapping in an unused fork. I've got it mostly stripped down, but haven't removed the fork and checked out the headset/bearing details yet. If it needs a new headset, the Pig or Pig DH Pro look decent.