Pain medication is nice but won't always make a headache go away anyway - it will just come back once the drugs wear off. If it's a migraine (pounding/pulsing sort of pain on one side of your head, basically), this should help:
- Drink LOTS of water. Nothing with sugar.
- Have a little caffeine - one cup of coffee, something like that. Too much will actually make it worse.
- Ice pack on the back of your head, really low where it joins your neck.
This works because the migraines are caused by expanded blood vessels, and all these things help shrink them back down to "normal" size. Also (and this is a tall order) de-stressing works wonders. Make sure your shoulders are back and you're not hunching or crunching your shoulders.
This sounds weird, but for me, eating an apple helps. Not sure why, but a big juicy apple is one of the best things for my migraines.
Oh and see a chiropractor! Mine worked wonders for my migraines (pre-pregnancy, but it's still safe during pregnancy, they just modify the treatment a little).