Headhunters are like Navy Recruiters.
They have an agenda and a quota to fill. They make money off you taking a job and then there is like usually a 30-60 day period of employment you have to meet before they get paid, but its all subjective to the contract between HR and Headhunter.
I have had good relations with Orion. Again, still agenda driven, but I had nothing but great customer service from them. I attended one of their conferences. It was worth my time. I learned, I got better at interviewing, that is all that is important.
I had a great job offer through them, but I went my own way with what I was working privately and it has worked out to my favor.
All your searching, through whatever avenue you choose is ultimately driven by you and you alone and the results are your responsibility.
If you need help developing a resume, a cover letter, need some tips on interviewing, whatever, just PM me or e-mail me. There are many fine people here to assist you.
Also, make use of Navy TAP. Opinions vary, but at least it is a week off the crew.