It is also worth noting the port shape and size. I have seen cheap headers with round header tubes that won't seal too well on rectangle head ports! (expensive ones too for that matter!).
You might check the port size and shape on both heads and headers (using the gaskets) and see how much gasket material is actually hitting both the heads and the headers, you might be surprised how little surface area on your headers actually mates up with the surface of the heads! It is pretty easy to take a mig welder to the headers and add more material where it would hit the gaskets so you have more surface area contact. (you will of course need to grind/file it flat again)