There's an article on the BYO website that gives a lot of good tips for head retention, none of which involve adjuncts. Perhaps someone can find it (byo is filtered here at work

). I'm not saying adjuncts won't work, I suppose based on empirical evidence they definitely do, but the amount of protein in malted wheat is only about 10% more than in malted barley, so it's not exactly a silver bullet.
I've used it in APA's and like it and will use it again, but if I had a grist I was really happy with I wouldn't add an adjunct in just for head retention.