So, if you look at the List of HTTP Status Codes, there are probably a number of them that would be useful while programming. The server might handle some things, like protocols
I take it your talking about using headers for either serving files or providing a RESTful webservice?
You'd be after status codes, rather than headers then. The ones I've commonly used are:
200 OK
301 Moved Permanently
302 Found (temporary redirect)
400 Bad Request
403 Forbidden
404 Not found
500 Internal Server Error
Of course, for RESTful webservices you can change the text to be more descriptive as well as providing description in the body.
Then there's:
418 I'm a teapot