No, you're not alone. I view headers as a wonderful way of documentation as well. Usually I've got a header file open on the left side of the screen while working on the implementation on the right side. It's extremely convient to work this way.

I'm aware of the performance issues headers create at compile time but I still like them quite a lot. On the other hand I haven't really been too fond of any module system I've seen so far. Maybe I'm just extremely old fashioned.