This plugin lets you specify a header image for each post, page, custom post type or archive page individually, from your default headers and custom headers.

It adds a meta box in the post edit screens with the header selection and a settings field in the edit profile and each taxonomy edit screen.
If no specific header is specified for a post it will fall back to the default selection.
There is no change of template files necessary as this plugin hooks in the existing WordPress API to unfold its magic.

Thanks to Erik T. for the idea to this plugin!