Headache diary. The best all-around tip for headaches is a headache diary. This includes the timing and severity of your headaches, what you were doing prior to, etc. Also important is what you do for them and whether it works. Here's a helpful link to get you started. http://www.headaches.org/for_professionals/headache_diary.
Depends on the type. There are many types of headaches - tension, migraine, cluster, rebound, etc. The best way to get to the answer quickly is to keep a careful log. List when, description (location, stabbing, dull, etc), any foods or products you may have been exposed to (including caffeine), medicines you take, stress levels, what helps/worsens, etc. This information will help your doctor diagnose and treat you!