Another method that works/feels good is to cup your cranium between the heels of your hands then gently drum the top of your head with your fingertips and fingernails, then work them toward the front of the head right at the seam of the skull. Believe it or not, it works.

In the presence of other people though, I swear by the pinching of the web between one's thumb and forefinger. I don't pinch just the skin though- I press and hold the meaty part of the web. Both hands, in succession- you can almost feel the headache lift.