There's a store in my area called "Lush" and they're known for fresh, handmade natural items like cosmetics, soaps, lotions, etc. They have great massage oils and massage bars that are supposed to have different healing effects for the scents. Example there are some lemon and citrus ones, and my favorite is the honey & cocoa butter. I've gotten them to help with sore and aching muscles, but they have some that are supposed to be good for massaging the neck/ head and would probably help with headaches. Pretty sure they have lavender scented items. There may be a similar store in your area where you could find some natural remedies.