I have been off of mine for 8 days now. I had to quit them, they were taking a toll on me. Yes, I did have headaches. Most of them were when I was angry or stressed-- I assume it was from my BP going up (and normally I don't have BP problems). As for the pills..... I knew better to take them in the first place, but I needed help with starting off.
I only took 2.5 months worth of them (1/2 pill at a time). However, with that being said, I know that I would not have made it past the first couple months without them. I used them to change my eating habits and my life-- which is what they are designed for.
I would be careful with them if you are getting h/a. I do think they are a good tool to use if they are appropriate for you. Best of luck.