The best source of halters I have found is Jeffers Livestock. The halters are economically priced and fit Dexters better than any other. The item number for their nylon cow halter is SS-H6 and they come in a variety of colors.
The yearling size fits most adult female Dexters, the calf size fits most yearlings Dexters. The cow size fits larger Dexter cows and smaller bulls. If you need a halter for a young calf, their nylon goat halters work beautifully. The item number is SS-G1 and it comes in small, medium, and large. This range of sizes will fit Dexter calves from week-old calves almost to yearlings.
These nylon halters are the type that can be left on the animal while it is out in a pen, as they do not have a chain and do not pull tight. People like to do this because they do not have to put the halter back on for each halter breaking session or each milking.
You have to be careful though, because animals grow in spurts and the halter can suddenly become too tight . . . check it often! (Keep checking adults as well; they can suddenly gain weight.)
Jeffers also has a rope halter with a leather band, item C7-G9, that is very handy and fits all sizes of animals from calves to big bulls. They are not really the type you would leave on an unsupervised animal, since the lead will drag and when they step on it, it will tighten up. But, they are great for tying and leading and will fit every animal. It is easy adjust, and easy to put-on, once you figure it out. (They are right handed. As long as the halter is applied so you will lead with your right hand, everything is easy.)
The Jeffers halters fit Dexters much better than any other brand I have found. I suggest cotton lead ropes for halter breaking (less rope burn on your hands). And, I always tell people to tie the animal to a stout post a few times so the animal gets most of the tugging out of their system on the post, rather than on you! It is good to give them some of their favorite hay or grain while they are tied, so they associate being tied with good things.