If it's a standard headache, then at the first sign of it - 1000-1500mg buffered aspirin.
If it's still there or increasing 2 hours later (or is a migraine) then
Maxalt.
I've gone through 4 different migraine Rxs and all of them give me weakness in my arms for 6+ hours (and for me that's not a good thing).
Luckily, my headaches always come in the late afternoon or evening - since I was a teenager. I may get one migraine every 6 weeks or so, and a headache, that can't be self-diagnosed, every 2 weeks or so.
Caffeine always helps. Red wine only aggravates if I already have one (ie won't cause one but magnifies an existing one). Cardio workouts usually eliminate standard headaches for me - but who wants to do cardio in the evening and be up all night!