Yeah, I guess I prefer them either natural or black, at least when the neck back is natural. Just last night I pondered what shape I'm gonna make the headstock I'm working on, and I think I'll paint it black although the back is natural. Just seems best to me this time.
I think if the guitar has a flashy like metal flake color, a matching headstock and natural back might look cheap, but on some individuals that works too. Hard to say why exactly, it depends on the color. A silver one works well, but usually some candy apple red just looks cheap applied also on headstock.
Another matter entirely when the neck back is also the same color; if the whole guitar is dark blue for instance, neck and all, I'd expect the headstock to be too. Then again, I think I saw some bright road signal orange neon superstrat with all maple neck but matched headstock front and it was exactly as it should have been.
I think a big factor is what the fretboard is; all maple works pretty well with colored headstock, but rosewood doesn't. Yes, I think that's the key, rosewood or otherwise dark fingerboards require a maple or black headstock, or they look cheap. Too many colors going on with body color, rosewood and maple back...that looks cheap.