What else can I do for sensitive teeth? I do have dental check ups twice a year and I use colgate sensodyne toothpaste.

Nocturnal bruxism. is the excessive grinding of the teeth and can cause different symptoms including headache, earache and extreme teeth sensitivity. See your dentist for night guard fabrication.
Cause of sensitivity. If the cause of your sensitivity is receding gums, then professionally applied fluoride treatments may be of more help. Another possibility is to have a dentist with a laser treat the exposed root surfaces. All the best...
Try Enamelon. Ask your dentist to dispense Enamelon, a brand new product only available through the dentist. Studies have shown this to work better than over the counter sensitive tooth paste.
Sensitive teeth. First you need to find the cause of the sensitivity. Receding gums, clenching or grinding, decay, highly acidic diet, dry mouth. Once you find the cause then your dentist can discuss treatment options. While sensodyne is a god place to start, there may be more that can be done for you.