I work at night and I use a headlamp 6 to 7 days a week all night long.
I have had the cheap Energizers that you can buy at Home Depot and they are ok lights but the bands suck big time. The bands are poor quality and you will find yourself running out of adjustment because they will soon lose their elasticity.
I have had Princeton Tec Quad Tacticals and they are great at first and they also have different colored lenses that slide over the white light. For some reason, they didnt last very long after getting wet.
Petzl makes a top quality headlamp.
Right now, I wear a Petzl Pixa 3. It's a first class light but it is big and bulky and it does not come with different colored lenses.
If I wanted a headlamp with different colored lenses, I would get the Petzl Tactikka XP.
When I get the cash, I will be getting a Surefire Maximus Vision Rechargeable.
Petzl Tactikka XP