I want to know what is the best medicine for headaches?

Depends: Depending on the type of headache the best medication can vary quite a bit. In general, headaches respond to acetaminophen (Tylenol) and OTC NSAIDS (ibuprofen, naproxen, etc.) fairly well. Migraines usually respond best to medications in the triptan family (e.g. Imitrex / sumatriptan). Cluster headaches do best with oxygen. I would start with the OTC's and follow up with your doctor if needed.