I think it really depends on what field you're in. My husband will apply for jobs and generally a head hunter is looking to fill those jobs so he's essentially applying through a headhunter. He has had good luck with them and they do things like help tweak your resume and give you advice. He did have a negative experience once since they head hunter told him misleading information about a job and DH wasn't really qualified.
What industry? It's kind of a dirty business and make sure the headhunter loves you. Charm them, stroke their egos etc., especially if it's in a competitive industry. If it's for a finance or investing job there are definitely headhunters you want to work with but you will also have to impress them for them to take you on as a client. Their reputation depends on you....
Re: Headhunter
Tourism I guess?