I don’t have a Headwind, I have 2 of the Laskos. I can’t directly compare, but from watching the videos by @GPLama and DCRainmaker, I think they would perform very similarly, in that they produce a high amount of wind in a narrow column. The Headwind costs a lot more and has the variable speed function, which I think is useless personally. Once I’m in my workout, I just get hotter and sweatier. If I had the Headwind set to some kind of metric, it would start out low for about 5-10 mins then just be on full power for the rest of the workout. So, with the Lasko I just turn it to full to begin with and go for it. If my garage is really cold, I might just do the warmup without fans and then turn them on after 10 mins. I’ve never ever wanted to change the fan speed mid-ride. Maybe others are different, but I just don’t see the value ($250 for the Wahoo and $70 for the Lasko).
I know Lasko aren’t sold in the UK, so make sure you check this thread out: