Seeing a doc is always good advice, but for noninvasive remedies, alternating hot/cold showers sometimes helps, even plunging hands and wrists into alternating hot/cold water sometimes helps...something to do with blood flow. For tension headache get a vibrator (no jokes!) and work over your neck, shoulders, etc. This sometimes even works for sinus headaches when used over sinus cavities, like under eyes, forehead, etc. Stretching yoga-like exercise can sometimes nip an oncoming one in the bud.

Keep a journal of everything you eat, and any other externals that might be impacting you, see if you can see a pattern developing. Sinus headaches often are allergic and may be due to something that is ubiquitous, like scented detergent, or common foods, like wheat.