First Build - Step 1: Headset

I would go for the bike dealer, not the hammer and piece of wood.
If you buy the headset there, probably the assembly is for free or cheap.

What set to buy: if the adjustment (initial adjustment and the weekly checking) is poor, it really doesn't matter. Then both Campag and Tange will be gone in a day. Especially if they 're not 100% assembled (faced head tube, fork crown, press in tool.
Correct adjustment is vital, also for the best Campag.
Better a bit loose (rattling, play) than just a bit too tight!!!

If you want the best option: go for a Shimano Cartridge headset. The bearings can set themselves a bit in the holders. Some misalignment is acceptable.
In this case, you can even go for the hammer and wood method.
Take a cheap STX or 105. Same quality as XT or Dura Ace.
If the bearings are worn, you only have to buy and replace the cartridges. No more pressing and hammering needed.

PS:
As alternative for hammer and wood, you better take a threaded rod M10 or so (or even bigger) and 2 nuts. And some big spacers of course.

OK, if I DIY and it goes tits up what's the worse that can happen, will the frame get fooked or just the headset?