A friend showed me a really great website a few weeks ago that sells the most amazing scarves. It's actually a website for Jewish head coverings but I got to thinking that they would make awesome head wraps. I ordered a couple and LOVE them. The tie-dye one is my favorite and I'm definitely ordering more. The company office is located out of NY, but the scarves actually get mailed to you from Jerusalem.
They have great prices and their shipping charge is very reasonable, especially considering that they're being mailed internationally.