Do you take vitamins? I get headaches alot too...I noticed taking a multivitamin helped alot. Also, I started working out more and increased my calorie intake and that seemed to help too. Good luck finding a cure, I know what a "pain" they can be.
Do you eat any Splenda? I was getting splitting headaches every day when I first started calorie counting, couldn't figure out why. Cut out the Splenda and they went away. It slipped back in a few months ago and the headaches came right back. Gone again now that I'm back Splenda free.