For the do-it-yourselfers in the crowd, here is a HOWTO for making your own tool for installing a new headset, a headset press. Commercial versions of these tools can be quite expensive, well over $100. When you consider that the home bicycle mechanic might only use a press every couple years, it makes sense to think about making one yourself.
Headsets are the vital bearings that carry the load of the front wheel while still allowing smooth steering. Typically the bearings are made up of pieces that are press fit onto the fork and into the frame itself. A headset press is a tool for pushing part of the bearings into the head tube of a bike frame. Although it is possible to tap the frame bearings in with a hammer and piece of wood, the best way to install these without damaging the delicate bearing surfaces is with a press. Back in the day when I had access to a university machine shop I made the press shown below.
The simple device consists of a length of 5/16-24 threaded rod, two nuts, two washers, and a couple pieces of aluminum. The aluminum bushings were turned on a lathe so that they would just catch the inside of the needle-bearing headset that is currently installed on Jeebus. They have clear holes bored in them to allow them to slide along the threaded rod. I would make them longer if I made this again. Longer bushings keep the press centered in the head tube during installation. The advantage of bushings grabbing the new headset from the inside bearing surface or race is that this helps prevent the bearings from damage. If you do not have access to a lathe and don't want to ply your friendly neighborhood machinist with beer and tales of your bicycling glory days, you can substitute a small piece of plate aluminum for the bushings. Drill a "clear" hole through the Al plate (or bushing) just big enough to allow it to slide along the threaded rod. If the hole is too big, the plate or bushing will be able to tilt with respect to the threaded rod. This can damage your frame and the headset. To use the press, remove a nut, washer, and bushing from one side. Insert the threaded rod through one of headset cups, then through the head tube, the other cup, and finally the other bushing, washer, and nut. Tightening the two nuts will slowly push the cups into the frame. If you're like me, making and using your own headset press probably won't save you much in terms of time and effort and maybe even money, but you'll still feel like you came out ahead somehow.