I started by putting on a tribal headpieces, not only is it helpful to wear a bellydance head piece when working on head moves. It also gives you practice putting the headpiece on, and making sure it's not going to fly off!
15 head slides (right/left)
15 head slides (front/back)
15 head circles cw
15 head circles ccw
Now try doing a head slides, but look the opposite direction (if your head is to the right, look to the left)
These add lots of personalty to head slides!