Whenever I get a bad sinus headache, I take a piece or two of clear medical tape and stick them onto my forehead. The tape needs to be held on both ends so that it is a little taut. I don't know why this works, but it has helped me innumerable times, since I'm prone to sinus headaches. Even a band-aid will help, but not as well. This may help with other types of headaches too.
Source: I found this out by accident. One morning when I had a bad headache, my daughter (who was 4 at the time) wanted to put a band-aid on my forehead to help my "owie". I let her put one on, and was amazed at how much it helped.
By kitkatk100 from Wichita, KS
I sometimes get killer sinus headaches and I can deal with them in these ways. I use saline solution - or you could snuffle salt water - up my nose to my sinuses.