I have noticed that many of my beers have terrible head retention.
How can I improve this?
I usually brew lighter hoppier ales.
http://www.brewwiki.com/index.php/Head_Retention
The first thing to do is to stop using soap to wash your glassware. Then you can start playing with the recipe.
Increasing head retention can done by increasing the amount of certain proteins. The easiest way to do it is to add small amount of different specialty malts to your beer. 1/2 - 1 lb. of carafoam or carapils will do the trick.
Be aware though that this will increase the overall body of your beer as well.
If you have fermentation issues, all the protein laden ingredients in the world won't help you. Here's a great article that explains how fermentation relates to head formation and has experiments you can do to help diagnose your problems.
http://byo.com/stories/article/indices/35-head-retention/697-getting-good-beer-foam-techniques
Adding a protein rest at around 53°C for 10-15 minutes at the beginning of the mash schedule really helps. That is, if you can effectively control the temperature when mashing.
It also helps to get the wort as clear and free of particles as possible before boiling.