Here's the initial verdict on Headblade. For the initial phase of shaving (going mostly with the grain), it worked well - it moved over my scalp smoothly and the resulting shave was very good, about as good as I've been getting with my conventional razor (Mach III). For the second phase - this is when I go against the grain to get smooth shave, it was difficult for me to go against the grain for all area of my head, due to the inherent design of the Headblade (i.e., razor is always situated perpendicular to your fingers). It was also difficult to shave around the ears, especially near the top of where ears are attached to the head.
The one big fat caveat is that this was the first time I've used Headblade and I'm not accustomed to it.
I'm probably going to give it a try couple more times, but I've a feeling I'll be going back to a conventional razor (with which I've gotten rather good in shaving my head) unless I see drastic improvements in the results/usage of Headblade.