Let's examine a fake headline for a second. (I'll be using my newspaper's style, which accounts for the abundant capitalization.)
Martha Stewart On Sentence:
'I Will ... Never Surrender'
Do those ellipses bother you? They bother me. The copy editor's zeal to include a direct quote has thrown a barrier in front of quick and painless reading.
You do not fix this headline by just taking out the ellipses and leaving the quote marks. Please, do not fix this headline by doing this. You would alter a direct quote. This seems clear to me, but some don't see anything wrong about it.
You do fix this headline by taking out the ellipses and the quote marks, as well as changing a word or two.
Martha Stewart On Sentence:
She Will Never Surrender
You're giving up the authenticity of the quote marks. I admit that. But you gain an easier-to-read head.