Xanthan gum and guar gum behave pretty indistinguishably in baking, but guar gum has a much more neutral smell and taste. My girlfriend who bakes for me a lot prefers to use guar gum, though lately she's gotten into using chia seed ground up and made into a slurry instead. Also I believe there is some evidence that xanthan gum can cause gastrointestinal problems in some people. I'd say try to get some guar gum.
In baking, I have found that guar gum is slightly more "tacky"...meaning I don't need to use as much to replicate what gluten does as I do with xanthum gum. Not sure how this would impact the head retention...if at all.
Also, for what it's worth, guar gum is made from a seed whereas xanthum gum can be derived from a variety of things: wheat, corn, soy or dairy. Even if you are celiac and the xanthum gum is derived from wheat, there shouldn't be an issue as there should be no gluten in the xanthum gum. However, I have heard of people that are allergic to soy having issues with xanthum gum derived from soy...And, I have not had a lot of luck finding xanthum gum products that state what was used to make them. So, some may be better off avoiding xanthum gum depending on their situation/experiences.