That particular piece comes in two sets
Ahhh, you're right, I was confusing it for this piece:
Plain trans-red minifigure heads are definitely HTF, not in any set. You can actually buy a whole slew of different plain minifigure heads in a whole variety of different non-standard colors on BrickLink. I recently also got a couple pearl gold ones, a bunch of trans-dark blue ones, a couple lime, dark tan and medium dark flesh ones too. The prices aren't too bad either, usually around .75 cents each for most of the HTF ones.
If you want to see something REALLY rare, check this out:
That popped up on BrickLink a few days ago. It's Bright Light Blue! Not to be confused with the recent swarm of HTF medium azure ones that have popped up (most are selling for around $5). There's only ONE of these for sale, current asking price is $123.40, which is pretty steep, but a definite rarity!