Headaches run in my family, so I do deal with them quite frequently. Sometimes I'll be lucky and go a couple of weeks without one, sometimes I have them almost every day for a while. =( Nauseous headaches happen occasionally, usually associated with... well, you know... Monthly stuff.
When I get headaches, I take Alieve, and if they keep on persisting I alternate with the other kind of pain killer (Acetaminophen I think it is the other one). I use ice packs and corn sacks.
Nauseous headaches, though, those are a different beast. Very hard for me to deal with. Thankfully, it's usually not bad. But I did have to go home from work once this year because of one really bad one I had. I won't go into the details.