You can find a twi'lek headpiece from a bazaar terminal usually located near banks. These are crafted by a domestics trader and are typically sold for around 300 - 1500 credits. There are 3 or 4 different twi'lek headpieces in SWG. Once at a bazaar terminal, if there isn't any on regular bazaar, find the tab near the top of the bazaar terminal screen that says "Vendor Search" and hit search galaxy or planet. Then go to clothing and type in the search "Twi'lek" and you should be able to find some headpieces. Once you found one you want, you can right click and hit save waypoint. Just travel to the waypoint and buy it off the vendor.