If you are not a regular caffiene drinker, a good dose of caffiene when the headache starts may help. There is also feverfew, an herb that may help blood flow in the brain. Marijuana intake at the onset will help as well. Eat well, avoid sodium, sulfites, msg, hydrolized products, dried meats, lunchmeats, prepackaged foods, soy products (unless it's fermented soy), & cheap red wine. Get exercise, try to wake up and go to bed at the same time all the time.
You can try alternative therapies like biofeedback. You can also try to work on changing your mindset on pain. Separate pain out, and try to feel it as a different feeling than pain. I can do this for a migraine, but I can't yet for kidney stones. :)
good luck! Headaches suck.