When I was doing extract I started steeping 8oz of carapils in every batch with the rest of the steeping grains and this helped head retention quite a bit. It will also add a small amount of body which extracts can often lack.
Other than recipe additions like carapils, oats or wheat, you need to make sure you aren't stressing your yeast out by fermenting too high which can kill head retention. Also you need to insure your glasses are "beer clean". If you aren't having this issue in your glassware with commercial beers I'd focus on fermentation control and recipe though.
Also, if you are cleaning your brewing equipment with dish soap, oxyclean, or anything similar, make sure you are rinsing the cleaner off THOROUGHLY. A small film of certain cleaning agents can seriously effect head retention.