I'd say be weary of assuming just because a peice is pretty doesnt mean its as good of quality. Head shops get cheap buys on glass blown overseas and its not nearly as good quality of glass, or as finely blown. It takes a good eye to know what your looking for in a hand blow glass peice, I go to a local glass shop, its not a head shop is a place associated with a local glass blowing studio and their pieces are affordable and they are made with care.
It could be a matter of the quality of who produces those peices at the shop your at. Head shops have huge mark ups that is a fact.
I agree with Neko. If I were hypothetically going to spend a lot of money on a glass piece or a glass bong I would not get it from a headshop. When I smoked herb and had glass pipes and a glass bong I would get them directly from a glass blower themselves. I would pay a lot less than what you'd hypothetically pay in a headshop. Plus I was supporting an artist.
Headshops are good if you want to get rolling papers, pipe screens, cheap pipes not made out of glass, and cheap acrylic bongs.
I used to go to headshops that had cheap metal, wooden, and stone pipes but that was before glass pipes were really around and at the time you couldn't get anything for smoking herb online.
I also remember being a teenager and buying a nice dugout and one hitter at a headshop and I did buy a glass one hitter at a headshop on 4/20 when I was a Senior in highschool; but I wanted one that would fit my large dugout.
If your headshop has expensive prices and you know the type bong with features that you want why not get it online? With bongs I would keep it simple and just get a straight tube, or have it straight at the base and a bit bent with the part you smoke out of. I never put ice into the glass bong I had; but I would put it into the acrylic one that was tilted for ease of smoking.
If you're getting a bong since you want to cool the smoke or are worried about your lungs/respiratory system I'd just get a well made vaporizer. I've seen people hook up their magic flight launch box to a bong and other vapes that people use like the desktop models, but it's not necessary to use a bong with a vape since the vapor is very smooth and it's warm but not as hot or dense as smoke is. You don't have to have a Volcano in order to have a high quality vape either. Also if you vape you'll be getting way more THC than you will from smoking out of a bong.