Kevin Blackwell's pre-season promotion favourites started brightly, Brian Howard's free-kick 25 yards out was cleared to Halford lurking on the left flank.
The on-loan Sunderland midfielder's teasing cross was cleared to the waiting Howard, who turned quickly to fire in a low left-foot strike, scooped up on the line by Andy Lonergan.
Eddie Nolan slid in to block a Craig Beattie shot from 16 yards before United almost broke the deadlock. David Cotterill's precise cross from the right was met by Halford, Lonergan snatched the ball but couldn't hold it as the lanky midfielder challenged, before it was hacked upfield.
Cotterill, giving Nolan a torrid time on the right wing, set up another opening, twisting past his marker before firing in a low right-foot cross, deflected by Sean St Ledger's outstretched foot as Beattie waited to pounce.
Another Cotterill centre almost found its way over the line, the former Wigan winger's inswinging cross evaded Lonergan and spun a fraction wide of the far post with Halford and Billy Jones challenging to clear.
When United forced the issue Beattie came within a whisker of giving the home side the edge.
Howard flicked a clever ball and Beattie rammed a thundering low shot that beat Lonergan, but grazed the outside of the post and ran out.
And as United continued to pour forward in Beattie came close to breaking the deadlock again, but Lonergan managed to paw away his goalbound header after Cotterill's astute cross from the left.
Only a well-timed intervention from Jones steered the ball away from Halford as he sized up to head another Cotterill cross from close range, but on the hour mark the Blades finally found the breakthrough.
Cotterill fed Kyle Naughton's crisp pass out to young full-back Kyle Walker and he aimed a pinpoint cross for Halford, who rose to provide a magnificent header that looped over Lonergan in front of the Kop to send home fans crazy.
The home side could have been further in front, but St Ledger cleared off the line when Beattie hit a goalbound shot, while at the other end Nick Montgomery cleared off the line from Jones.