My experience with headhunters has not been good. Mainly that's because computer jobs have been hard to come by for the past few years. I actually had a headhunter flat out refuse even to talk to me because of the field I'm in.
It can't hurt to contact a headhunter or two in the course of your job hunt, but don't rely on them as your only exposure to the job market. Use your school's career office, your network, and even newspapers and the internet as well.
As others have said, headhunters charge the company that hires you. If a headhunter tries to charge you, run the other way.
Good luck with your job hunt.