Decades ago, my karate instructor, Mike Bragg, shared with us a shiatsu (acupressure) technique for curing a headache. It works very well and I realized that it isn't written up anywhere here, so I'll add it to the blog, then I have to run off and get my pupils dilated at the ophthalmologist.
The overall procedure is that you're going to find a particular pressure point on your hand and then press it firmly. The hand you press generally depends on where the headache is. I've found that this usually works best with the opposite hand if the headache is more on side than the other, but doing this technique to both hands in alternation is a good idea for making sure you get all of it.
To find the pressure point, lay your hand flat on the desk, then stick your thumb out to the side and lift it up while keeping your palm flat. You'll see a slight pocket in front of the point where the tendons from the thumb and the index approach each other. That's called the "snuffbox." This is the pressure point you're going to work on.
Hold the hand you're going to massage up. With your other hand, make an "OK" gesture with your thumb and middle finger. Put the tip of the thumb of your other hand in the snuffbox and the tip of the middle finger on the palm side opposite the thumb. You're pinching the one hand with the other right at the snuffbox. Squeeze gently and move the thumb and middle finger around for a moment until you find the point of maximum sensitivity. (You'll know it, trust me.) That's where you're going to squeeze.
Now that you've found the pressure point, pinch the pressure point with your thumb and middle finger. (This is a pinch, not a squeeze: you want to use just the fingertips. It should hurt some.) Hard. What you're going to feel at first is a slight relaxation of your hand and arm. Then, in about 10-15 seconds, you'll feel a funny "rushing," almost bubbly feeling where the headache is. The rushing water sensation will grow for another 15 seconds or so--keep pinching!--and then you'll start to feel like the headache pain is breaking up and washing away as the rushing diminishes. You may also feel like a little cloud has been lifted from your eyes and you're seeing things slightly clearer. I always think it's like the world is a little less "gray," but you'll see what I mean. When the headache feels like it's pretty much "washed away," usually in a minute or less, stop squeezing.
Do this procedure to the other hand and most if not all of the headache is likely to be gone. It may rebound some, particularly if it's a muscle tension headache, but it's going to be much less severe.
The spot you're pinching may move around a bit as you do this and you'll want to move your thumb and middle finger slightly to chase it if need be. You'll know where it is: it's going to be the tenderest spot to pinch.