New answer to old question, sorry. I thought I'd add my $.02
The OP asked if the headers were encrypted.
They are: in transit.
They are NOT: when not in transit.
So, your browser's URL (and title, in some cases) can display the querystring (which usually contain the most sensitive details) and some details in the header; the browser knows some header information (content type, unicode, etc); and browser history, password management, favorites/bookmarks, and cached pages will all contain the querystring. Server logs on the remote end can also contain querystring as well as some content details.
Also, the URL isn't always secure: the domain, protocol, and port are visible - otherwise routers don't know where to send your requests.
Also, if you've got an HTTP proxy, the proxy server knows the address, usually they don't know the full querystring.
So if the data is moving, it's generally protected. If it's not in transit, it's not encrypted.
Not to nit pick, but data at the end is also decrypted, and can be parsed, read, saved, forwarded, or discarded at will. And, malware at either end can take snapshots of data entering (or exiting) the SSL protocol - such as (bad) Javascript inside a page inside HTTPS which can surreptitiously make http (or https) calls to logging websites (since access to local harddrive is often restricted and not useful).
Also, cookies are not encrypted under the HTTPS protocol, either. Developers wanting to store sensitive data in cookies (or anywhere else for that matter) need to use their own encryption mechanism.
As to cache, most modern browsers won't cache HTTPS pages, but that fact is not defined by the HTTPS protocol, it is entirely dependent on the developer of a browser to be sure not to cache pages received through HTTPS.
So if you're worried about packet sniffing, you're probably okay. But if you're worried about malware or someone poking through your history, bookmarks, cookies, or cache, you are not out of the water yet.