The headband you mentioned is called a haptic compass. I have seen it done
with 12 motors and a belt. It uses a compass IC or a magnetometer. I just completed
a haptic compass design that was built into a neck-strap.
For the motors we used pager motors. You will need transistor buffers to drive
the motors but any ATmega board can drive the transistors. All of the low-cost
pager motors I have seen are around 75mA. In my design we only activated one
motor at a time to save the battery. If you cycle between the motors fast enough
you will not be able to perceive the cycling.
(* jcl *)