I guess it depends on what your needs are, in my case I figured I had to have one to round out my trail kit mostly because in most of the gear lists and videos I see everyone in the know has them, in reality it comes down to your specific needs.
Around the house I have several hand held flash lights, I have liquid fuel and battery operated lanterns and 'vous type candle lanterns for emergencies and when the electric goes out, all of my woods bumming outings now are day trips, fishing, small game hunting, and occasionally a short walk in the woods just to sit, relax, build a small fire and make something woodsy to eat, I rarely stay until dark, but I carry a flashlight and my headlamp, just in case.
When I decided to purchase a headlamp I turned to the internet for advice, and just like flashlights there's a staggering number of headlamps on the market and prices vary from cheap to stupid, lumens are another consideration, if you're planning to summit Mt. Everest you might want a high intensity light, but if you're just trying to find your way to the nearest piss tree, or find something in your pack you don't need an aircraft landing light.
So I decided that I'd invest in a cheap headlamp and if I needed something better I'd have more experience to rely on for my next purchase, I found a compact Ever Ready 250 Lumen three function headlamp that runs on three triple A batteries for about $12.00 on sale and bought it, I later ran into a package deal on a Lowe's brand Kobalt headlamp and flashlight combo for $15.00 and picked it up, it also runs on three triple A batteries, I keep one in my shop and one in my Day bag, that was three years ago and I haven't had to use one yet.
If I was still riding my motorcycle I'd have one and spare batteries in my bikes tool kit, or in my truck for emergencies, but I wouldn't spend a lot of money on one, I don't keep batteries in them, but keep a half dozen batteries stored with the lamps, so bottom line in my opinion is if you are going to buy one, go with a known brand, get an inexpensive one to see just how much you will use it or need it before laying out a bunch of money that you won't get any return on.