We have more effective medications today which can get rid of a headache much more frequently, and therefore, patients do better. Used to be you would take medicine and the headache would still go on for hours and hours. Today some of the medication can get rid of a headache in 15 minutes. If someone has new headaches that they've never had before, or changing pattern of their headaches, or new symptoms with their headaches, like confusion or speech, etc. If it's very severe and it's the worst you ever had, you should seek treatment immediately.
Primary headaches are tension type headache, migraine and cluster.
Migraine is caused by neurologic trigger which sets off blood vessel widening which stretches nerves and hence, you get the throbbing pain of a migraine. For many patients, they can be very effective. The thing about migraine is to find what works for you and use it effectively. For example, you may have a medication that works well for you and use it in combination with ice at onset of headache and limit length of time headache is around. For some people, biofeedback or meditation can be helpful.