I've only been up there once, and haven't been back since... so I'm no authority on the area, but there are a few threads on this site from windsurfers and kiters. If you search under "hedland" and "headland" for the past year you should get some good info. Check out Karratha and Dampier too.
If you're working up there you'll be lucky to get enough time to go for a sail.. cyclone season should be a hoot though!