Rebound headaches are common, but they're also one of the first things some doctors throw out there because they're relatively easy to determine. How? Pretty much by doing the things your doc suggested.

Medication cessation (until the headache subsides on its own) or rotation (try alternating between what you usually use and something else -- but sometimes rebounds can last more than a day, so this isn't always the best solution).

When I have gotten them, tapering down the amount of meds with each subsequent dose worked very well (kind of like the "hair-of-the-dog" theory for a hangover) but this doesn't work for everyone either.

They're somewhat like hangover/withdrawal. You can read about them here:
http://en.wikipedia.org/wiki/Rebound_headache

Doc