I used to get headaches that would last for 2-3 weeks at a time about every 6 months.
No matter what I did or took the sharp pain would go away, but the dulling pain would just stay there.
Friends of mine told me to see an acupuncturist it was this guy:
http://www.drluc.com/home.html
Anyway, I went and it was very expensive.
The first day I went he put in all the needles and it was kind of weird the little tingly feeling you get as what feels like little electrical surges go through your body.
Long story short my headache went away a few days later...and to this day I have never gone through those long periods of headaches again after almost 11 years of it.
Sure I still get a headache on occassion like anyone else does..and it lasts as long as it takes for aspirin or tylenol to cure it and that's it...but no more 2-3 weeks of crippling pain.