Yes, unfortunately, I do. It seems that my neck muscles tighten a lot when I'm anxious so that I end up with a headache. Massage seems to help with that. Occasionally, I will take a tylenol if it gets really really really bad.
Sometimes my medication causes me to get headaches. I can take a advil for it and it will go away. They come on pretty sudden and hurt. Also tension does the same thing to me.