Like @WadeB mentioned, you have to use a headerCellTemplate for that specific column.
I created a Plunkr showcasing a possible setup.
You need to add the headerCellTemplate to your columnDef:
{ field: 'company', headerCellTemplate: myHeader}
and create your own template by creating a local variable:
var myHeader = "<div ng-class=\"{ 'sortable': sortable }\"><!-- <div class=\"ui-grid-vertical-bar\"> </div> --><div class=\"ui-grid-cell-contents\" col-index=\"renderIndex\" title=\"TOOLTIP\"><span>{{ col.displayName CUSTOM_FILTERS }}</span> <span ui-grid-visible=\"col.sort.direction\" ng-class=\"{ 'ui-grid-icon-up-dir': col.sort.direction == asc, 'ui-grid-icon-down-dir': col.sort.direction == desc, 'ui-grid-icon-blank': !col.sort.direction }\"> </span></div><div class=\"ui-grid-column-menu-button\" ng-if=\"grid.options.enableColumnMenus && !col.isRowHeader && col.colDef.enableColumnMenu !== false\" ng-click=\"toggleMenu($event)\" ng-class=\"{'ui-grid-column-menu-button-last-col': isLastCol}\"><i class=\"ui-grid-icon-angle-down\"> </i></div><div ui-grid-filter></div></div>"
Thats a bit messy to understand, the important part is:
{{ col.displayName CUSTOM_FILTERS }}
Replace that part with anything you'd like, for example a picture like shown in the Plunkr
var myHeader = "<div ng-class=\"{ 'sortable': sortable }\"><!-- <div class=\"ui-grid-vertical-bar\"> </div> --><div class=\"ui-grid-cell-contents\" col-index=\"renderIndex\" title=\"TOOLTIP\"><span><img src=\"https://angularjs.org/img/AngularJS-large.png\" alt=\"Mountain View\" style=\"width:100px;height:30px;\"></span> <span ui-grid-visible=\"col.sort.direction\" ng-class=\"{ 'ui-grid-icon-up-dir': col.sort.direction == asc, 'ui-grid-icon-down-dir': col.sort.direction == desc, 'ui-grid-icon-blank': !col.sort.direction }\"> </span></div><div class=\"ui-grid-column-menu-button\" ng-if=\"grid.options.enableColumnMenus && !col.isRowHeader && col.colDef.enableColumnMenu !== false\" ng-click=\"toggleMenu($event)\" ng-class=\"{'ui-grid-column-menu-button-last-col': isLastCol}\"><i class=\"ui-grid-icon-angle-down\"> </i></div><div ui-grid-filter></div></div>";
You could also override the template globally:
$templateCache.put('ui-grid/uiGridHeaderCell',
'<div>my-own-html</div>'
);