I've had cheapo ones last years. It's a very simple thing, really. I woon't have thought spending any more than a Hope would cost would be worth it, unless you really have to have a bling-bling one. FSA headsets are fantastic vfm, ime. I've had a few, and they've never given me any gip. I've got a nice Cane Creek one one one of me bikes atm; not touched it in nearly a year. Working fine.
More money = less weight, praps. A few grams or so, mind, not loads. Finer tolerances, although this is not that important on something as simple as a headset, unless you are a real neurotic obsessive.
While yer there, DrP; painful, aching feet arches, sometimes cramping up. Speshly after footy, or long walks. Bike related? Stiffer soles needed? Should I do more walking (I don't do an awful lot, as I ride everywhere I can)?