As Linda pointed out in her post, headlines that are too cutesy or rely on puns (no matter how clever) just are not suited for the Web. When a headline appears as a link with very little (or none) of the story's text beneath it, that headline should be clear and concise enough that the reader knows what that story is about.
This was not the case with a headline I found on Salon.com today; "Heads bankers win, tails we lose." This cute but foggy headline appeared on the News page of Salon's site. The sad part is, when you click for the full story, the headline that appears is "Banks, bankers and the new political economy"-- so much better, right? It may be a little general, and not nearly as adorably snarky, but it lets you know what the story will be about. The wise choice would have been to have the cutesy headline after the click. That way, they get to use it, and more people might actually click the link since they know what the topic of the story is.