Same for me. When I take something during a headache it doesn't change anything, and most of the time I'll even throw up in the next 30min if I take something. So I just try to sleep.

Well, for me it definitely helps, I just don't like taking pills unless a doctor tells me to.

I don't use pain killers at all, but headaches are sometimes the exception. I rarely get a headache (maybe once a month?) but when I do, I know that it won't go away before a good night's sleep. So I either go to sleep in the evening or take an Aspirin or something when I'm at the office. I just can't work or even properly think with a pounding headache.