There's a sequence of steps I follow to get rid of headaches, and while it may not be the best approach, I've never had a headache that didn't eventually go away. If step 1 doesn't work, I go on to step 2, and so on. The steps are:
1. Drink something-- maybe the headache is caused by lack of water.
2. Eat something-- maybe the headache is caused by lack of food. This often happens on days I find something to do that's more interesting than meals.
3. Try to sleep-- if I wake up and still have a headache, I'm probably just sick.
4. Try to sleep with a damp cloth over my eyes-- I don't know what this does, but it's what my parents taught me and it seems to work.
I would assume that step 5 is to find some painkillers, but I just finished with step 4 a few minutes ago and I don't have a headache anymore.