If you die I will dance on your grave.

There are different kinds of headaches. The one I hate the most is the tension headache. The hard kind. It's the kind that won't go away until you go to sleep or drug yourself so hard that you become unconscious. The light kind is when you (as a woman) put up your hair too tight. I'm not sure if there's a male equivalent though. I'll get back to you on this.
Then there's the sickness headache. You know the one I mean - it usually goes with a cold or a fever or some other illness. Usually I drug myself to unconsciousness when that one pops up.
Then there's the stupidity headache. The one you only have yourself to blame and that arrives when you don't eat or drink properly. It's easily solved by just putting food in your mouth, chew said food and then swallow. No, oral sex doesn't count as food and will thus not solve this kind of headache. (Hold the sex-thought a bit, I'll get back to it.)

I once read that headaches happen because the blood vessels don't widen enough which keep you from getting enough oxygen into the blood, which in turn leads to a headache. It makes sense, because if you have a headache and you sit down and just focus on your breathing then it usually eases a bit. It does depend on the kind of headache though. Migraine's a bitch you just can't get rid of. It's like a bad one-night-stand that just won't leave you alone. It was fine the night before, but wow did it turn out wrong in the morning? (I'm just rambling on here - I don't really know about one-night-stands.)

Most headaches can be solved with relaxation. People who are relaxed and happy rarely have headaches. Have more sex with someone you like. It will make you relaxed (if done properly of course) and hopefully it'll make you happy due to the release of endorphins.