My headset on the road bike is a bit notchy, been in there for 5 years.

It is an FSA CE headset and I have the bearings identified. Seems like the cheapest option is a brand new headset from on-one as their own brand is £10 and uses the same bearings.

Is there any advantage in using better bearings and where would I find them?

45×45 1/18 campy bearings

Got a set of hub bearings from here:

http://www.ebay.co.uk/usr/qbikes88

Excellent service and they have the bearings you need, albeit in chrome steel (as opposed to stainless) for £7. I suspect the bearings you’d find in that on-one headset are also chrome however.

That said, 3 quid difference is nothing. Depends whether or not you want to deal with having to remove the crown race.