An ice bag and a bed.
I recently purchased one and can't wait for it's delivery. Also, non of these remedies are any good while you have a bad headache at work.
I do some days at work (it's hard as I am agoraphobic) and suffer from horrible headaches. Don't know there source but I find I am stuck at work unable to lie down or get a bit of relief from it. They bring on increased anxiety for me.
I end up taking paracetamol as a last resort. Sometimes I think it acts as a placebo for me. Whatever gets me through.
I have found a fantastic headache reliever it peppermint oil drops on your temples. AVOID THE EYES. It cools down your burning head.