Fitting Rear Headrests:

Step 1: Finding.
Get some decent small Fiesta headrests. No bigger or you'll block out your rear window.
You can find these at scrappies or abandoned cars at the side of the road. (You know, the ones with 'Police Aware' stickers on them).

Step 2: Fitting:
If you want the professional method go to the mods section of fiestamods
If you have a solid wooden parcel shelf (MDF or sumit):
Drill four holes in the parcel shelf, two each side, to accomodate the head rest poles. If you make the holes a little tight you can still raise and lower the head rests by friction.
If you don't have a wooden parcel shelf:
Use battery clips (8 of, 2 for each pole) to clamp the headrest poles to the back of the rear seat. Use a small nail to punch pilot holes into the back of the rear seat and fix with short self-tapping screws. They must be short to avoid any rear passengers stabbing themselves in the back when they sit down.
You can un-tighten the screws to release the pressure on the headrest poles if you wish to raise the headrests at any time, you may even be able to leave them just tight enough to allow normal adjustment from within the car.

Step 3: Hey, don't laugh !
OK so its a bit of a bodge, but it works and you get the desired looks without having to remove the trim from your seats.
This means no more cutting your fingers on those sharp material clips around the seat back.
Also.. NO WELDING REQUIRED, brilliant for someone who can't weld or doesn't own a welder.. ME!