What else can i do for ice pick headaches other than use a beta-blocker?

Oxygen?: Ice-pick headaches are another name for cluster headaches. Sometimes typical migraine treatment (imitrex, etc) can help. An old remedy that sometimes works very well is oxygen. Next time you're having a headache, see if your doctor will administer oxygen. If it's going to work, it typically works in less than 5-10 minutes. If so, it can be an inexpensive, easy solution even for home use.

Lots of things: There are many treatments, both medical and nutritional to help with cluster headache or migraine. Decreasing stress, avoiding stimulants such as caffeine and nicotine and avoiding dehydration are a start. Many people get rebound headaches from taking pain medication regularly. These can be severe like a migraine or a cluster cycle headache. Lastly, there are a number of classes of medication.