I think a link to help should be added to the site headers on all of the Stack Exchange sites. This would make it easier to find, and could prevent a lot of users from asking questions that are covered there.
The relevant part of the current header looks somewhat like this:
▼ username 128 ●5 chat meta about faq
I think this would be better:
▼ username 128 ●5 chat meta help about faq
This would make it much easier to find, particularly for new users. It would also prevent dozens of similar questions about topics that are covered in help from being asked here on meta.
Edit: Tim Post has indicated that moderators and very high-rep users have additional items in the header, so there would not be room for an additional link. However, they are less likely to need it, and if they do they will probably know where it is.
However, most users do not see the other stuff, so I think it should be added for users who have enough room for it, since they would be more likely to need it. Users with less reputation are also much more likely to post a question that only results in moderators and high-rep users answering with links to the help page.
Therefore, I think it would be a good idea to add it for all users who have enough space in their headers.