If you like to avoid loops, and your worksheet can handle it, perhaps
another option.
Sub Demo()
ActiveSheet.UsedRange
With Columns("A:A")
.Replace What:="Header", Replacement:="=#N/A", LookAt:=xlWhole,
MatchCase:=False
.SpecialCells(xlCellTypeConstants, xlTextValues).Value = "Detail"
.SpecialCells(xlCellTypeFormulas, xlErrors).Value = "Header"
End With
ActiveSheet.UsedRange
End Sub