final result
<Style TargetType="{x:Type DataGridColumnHeader}" x:Key="DataGridColumnHeaderStyle">
<Setter Property="VerticalContentAlignment" Value="Center" />
<Setter Property="HorizontalContentAlignment" Value="Center"/>
<Setter Property="ContentTemplate">
<Setter.Value>
<DataTemplate>
<TextBlock TextAlignment="Center"
VerticalAlignment="Center"
Text="{TemplateBinding Content}" />
</DataTemplate>
</Setter.Value>
</Setter>
</Style>