How to write header row with csv.DictWriter?

Edit:
In 2.7 / 3.2 there is a new writeheader() method. Also, John Machin’s answer provides a simpler method of writing the header row.
Simple example of using the writeheader() method now available in 2.7 / 3.2:

from collections import OrderedDict
ordered_fieldnames = OrderedDict([('field1',None),('field2',None)])
with open(outfile,'wb') as fou:
    dw = csv.DictWriter(fou, delimiter="\t", fieldnames=ordered_fieldnames)
    dw.writeheader()
    # continue on to write data

Instantiating DictWriter requires a fieldnames argument.
From the documentation:

The fieldnames parameter identifies
the order in which values in the
dictionary passed to the writerow()
method are written to the csvfile.

Put another way: The Fieldnames argument is required because Python dicts are inherently unordered.
Below is an example of how you’d write the header and data to a file.
Note: with statement was added in 2.6. If using 2.5: from __future__ import with_statement

with open(infile,'rb') as fin:
    dr = csv.DictReader(fin, delimiter="\t")

# dr.fieldnames contains values from first row of `f`.
with open(outfile,'wb') as fou:
    dw = csv.DictWriter(fou, delimiter="\t", fieldnames=dr.fieldnames)
    headers = {} 
    for n in dw.fieldnames:
        headers[n] = n
    dw.writerow(headers)
    for row in dr:
        dw.writerow(row)

As @FM mentions in a comment, you can condense header-writing to a one-liner, e.g.:

with open(outfile,'wb') as fou:
    dw = csv.DictWriter(fou, delimiter="\t", fieldnames=dr.fieldnames)
    dw.writerow(dict((fn,fn) for fn in dr.fieldnames))
    for row in dr:
        dw.writerow(row)