Fresh battery in the mont and clicky click click with an ever diming dash lights - jump start, it thinks about it and winds up slowly, once running its ok- however if i engage the headlights it cuts out and cant be started again... Odd. Battery leads all on tight, no blown bulbs...

new or second hand battery ? is it charged?
if battery is susspect and your alternator is not charging engine will cut out when load applied due to insufficent voltage to operate coil and or ECU. - note that it is possible to not be charging if the battery is faulty.

check battery voltage with a multimeter - standing voltage approximately 12.00 volts -should hold no lower than approximately 9.00-9.50volts while cranking - if not- charge battery and retest - if still not correct replace battery.

check charge voltage with engine running approximately 13.5 - 14.5 volts .
check all earth wires are connected at battery and that battery is negative to earth -check for positive power at alternator heavy (6mm)wire if none check fuse links.....if voltage is still low replace alternator

Also check current going to the alternator with the engine not running with a multimeter. Depending upon how long you've had the new battery in there it could've discharged overnight through the diode pack via a short.

If there is like 10mA or less then thats nothing to worry about, but if its higher than that then I would worry. Anything higher than 40mA coming out of the battery when everything has settled down (lights are off, doors are locked.) is excessive.