If you are an experienced hire with a very specific skillset (as it sounds like you are), you may consider doing some internet research to find the partner responsible for your area of expertise. I have found that by writing directly to the relevant partner, there is 1) a better chance that they understand the skills and profile the are being offered and 2) a greater likelihood of being offered an interview and exploratory chat even if a position is not being actively advertised.
The problem with going via headhunters is that, unless there is a specific role available, market climates mean that few companies will take a call about a "promising candidate" unless they are working to a specific brief. Similarly, applying directly to HR will only be effective if you have a 100% match to an advertised role. HR departments rarely take the initiative (or understand what they're being offered) to look more widely at potential needs and gaps in their organisation.
Have you considered applying to some of the consulting groups within the big BI players (eg, Cognos, Business Objects, etc)