Shawn, just a couple notes from a pharmacist's perspective.
Be careful with over-the-counter pain meds. Taking analgesics too much to treat headache pain can actually cause headaches...something called "Medication Induced Headache". Regular use of acetaminophen, ibuprofen, or OTC codeine products can cause you to have more frequent and less treatable headaches. Usually this results from taking pain relievers 3-4 times weekly or more over a course of several months. If this situation occurs, it can be a difficult thing to correct.
Also, if you are started on a medication to help prevent migraines, such as amitriptyline, propranolol, flunarizine, etc. make sure to give it a good 2-3 month try before deciding it doesn't work. People often quit these too soon thinking they aren't helping, but they do take time to work.
Finally, if you are given a "triptan" drug to try, like Imitrex, Zomig, Relpax...know that you may need to try a few different types before you find on that works for you. They are all the same family of drug but people do seem to respond to one better than others, and it's a crap shoot. They also do fail on occasion - which could be related to the particular type of headache you have at the time. If it doesn't work, don't take another one for that same headache because it won't work either.
Do see a doctor as there are a number of differential things to rule out to comfirm the diagnosis and direct appropriate treatment.
Good luck!