I generally prefer to use the button. However, I have one specialty instrument that really needed to be tied to the headstock. I stumbled upon the Planet Waves Quick Release system and it is far and away the best way I've ever found to connect to the headstock.
Here's a link, in case anyone wants to see what it looks like:
http://www.amazon.com/Planet-Waves-A...2719141&sr=8-1