Yeah... the originals were headless- I think only the reissues had the cardboard heads.

The custom heads you are referring to- I bought a set and haven't opened em'.

They basically clip on and are okay, but don't fix the issue of the arms/ with lacking shoulders. A nice thing is that they do store in vehicle mode.

Recently there was a set from gear4toys:
http://www.youtube.com/watch?v=qcwpOj8EWUE
Here is a review.

The latter set also includes the arms and makes the fig look really nice in bot mode- although it does not store in vehicle mode. I wish they also did some upgrade parts for the legs...