I used to have one of those slip-on head-rests and tried it out in my first FC. But it was completely useless, because there's nothing behind the material in the back of the seat for the legs of the head-rest to push against, so they just flop about. Only the weight of your back against the lower part of it keeps the head-rest in place, but this is of no use in preventing whip-lash in an accident, and I found the position of it uncomfortable anyway.
Get used to the seat without head-rests - it's better for your posture than lying back against the head-rest any-way! IMHO
Otherwise you could take the material off your existing seat, and get a seat with removeable headrests as Spinner suggests (like a HQ or LJ or thereabouts), strip it down and get the mounting out of the top where the ratcheting/removable headrests slot in, and weld that to the top of your seat. Whack in some black (to be as unobtrusive as possible) bezels, or some chrome ones (to look period), and it prolly would do the job.
cheers
RET