In reply to TobyA:
Not really. The Petzl clips that you can buy - they're bend-to-fit things - are OK. Called 'Croche' I think.
Anyway, they hold the headtorch in place OK but you need to be really careful about the shape into which you bend the hooks - I did some better than others and the poor ones dig into the front of my head.
However, a Silva Nynox headtorch has a rubbery band on one side of the head band and that sticks to the helmet perfectly without hooks.