Now that I'm pregnant I try my best to avoid medicines. First thing I always try to do is drink water as headaches is usually a sign of dehydration. Next I try a neck and facial massage (it's better if I can ask someone else to do it for me!) Then if that doesn't help I usually try to eat something and take a nap. If sleeping it off is not an option and I tried everything else then I take a Tylenol or acetaminophen.