As someone who is prone to sinus and tension headaches but also has an aversion to taking pills (for minor aliments anyway) I was thrilled to discover the Neti Pot! I have been using it for several years now, I bought it out of desperation when my indoor allergies were threatening to ruin my vacation. You can find them at most drugstores, I've seen them in plastic and ceramic. I have the plastic one because I like to take it with me when I travel.
It comes with tiny packets of a sodium chloride and sodium bicarbonate that you dissolve with distilled water (DO NOT use tap water!). Once dissolved you tip your head to one side, place the tip of the neti pot up to one nostril and gently tip the pot to start the flow of water. It may take a moment before it starts to flow out of your other nostril, you can slowly move your head slightly up, down or forward to get the ideal position. Pour about half one way, then gently blow your nose and repeat on the other side. Blow again very gently and you are done. Now, for those of you having horrible memories of pool water going up your nose and the burning pain for a few moments afterwards you have nothing to worry about this doesn't feel anything like that. All you may feel is a slight temperature difference, I use room temperature water which tends to be cooler then body temp so it feels a little cool going through my sinuses but no pain. It is personal preference how often you choose to do a sinus rinse, I like to do it a max of twice a day if I am really suffering, but usually once is enough for a sinus headache. Colds and allergies take longer. Some do it on a daily basis but I generally prefer to leave my body to do it's own thing and try not to interfere unless I really feel it's needed.
Another, and simpler, headache remedy I often use in conjunction with my neti pot is peppermint essential oil. I like to soak a washcloth with cool water, wring out, and place a couple of drops of peppermint essential oil on the cloth and lay it over my forehead or the back of my neck. Take some deep breaths, close your eyes and feel the cooling and soothing effect of the peppermint.