I must confess, I have only attempted to make headpins once. These were made by creating a spiral at the end of my wire with round nose pliers and then hammering the spiral flat on an anvil.
Here are some more shapes that are taught at The Bead Fetish.
I have to say, I've been inspired by the posters before me to try making balled headpins and rosey headpins. We'll see how that goes. Hope you are all enjoying learning some techniques that are perhaps new to you. I know I am!