For your headers try this:
---
\setupheader [text] [after=\hrule]
\starttext \input tufte \stoptext
---
You can change the actual content of your headers via \setupheadertexts ...
Instead of the \hrule command above you could also resort to \thinrule. The global behaviour of \thinrule can then be customized via \setupthinrules ... However, this comes at the cost of introducing additional vertical space between your header text and the rule. On the contrary \hrule sticks to the text. Choose whatever suits you best.
(To the experts: is this \thinrule behaviour intended?)
A better way is to use \setupbackgrounds. You can specify the exact region of the page that you want, and it accepts all the parameters of framed, so you can change the rule thickness, background, etc. And for a really fancy layout, you can use a metapost background.
I didn't think of that ... however, suppressing the header on certain pages via e.g. \setuphead[chapter][header=empty] doesn't turn off the header background :-( Oliver