The thing that really helped get rid of my headaches was going through the depression recovery program linked in my signature. Through the 10-day intensive, I got nutritional counseling and switched to a vegan diet high in omega-3s and tryptophan, did daily hydrotherapy, got daily exercise in fresh air, drank plenty of water, eliminated all TV (I didn't use caffeine, alcohol, or tobacco which are the other things they recommend cutting out), went to bed by 9-10 PM each night for 8 full hours of sleep, and worked on developing daily spiritual practice. There were also psychological-type things such as cognitive-behavioral therapy, but I found the medical pieces to be most beneficial.

After the 10 days, my headaches were gone and stayed away in proportion to how well I maintained my regimen. Now that it's been a while, I can slack off a bit more without getting headaches.

It's what worked for me.... your mileage may vary.