Nashbar headset press $50
And free shipping on orders $25+
Poor Man's Headset Press
It's a good idea to have the correct tools for the job and so this headset press at nashbar is a good deal
I've had success with my homemade headset press for the last 6 or so pressings. Just get a 3/8" all thread rod, two 3/8" nuts and 2 washers with the ID of the washer just fitting over the all thread rod and the OD of the washer just bigger than the largest part of the headset cup. Assemble accordingly and screw nuts in slowly and use plenty of grease and, walaa, pressed in cups for 5 bucks.
Let me just reiterate, though, that a real headset press is probably a person's best bet.