On http://ubuntuforums.org/showthread.php?t=486897, I found this useful tip:
# Generate a list of dev package names for packages that are installed
# (some of these may already be installed)
# (this would probably take a while to run)
dpkg -l | grep ^ii | awk '{print $2}' | egrep -v '\-dev$' | while read p; do devpkg="$p-dev"; if apt-cache show $devpkg > /dev/null 2>&1; then echo $devpkg; fi; done > packages.txt;
# install the found dev packages
cat packages.txt | while read p; do sudo aptitude install $p; done