Here's my rule of thumb for telling the difference between a sinus headache and migraine-type headache: take a hot shower. If it's a sinus headache, you'll feel better as the hot water runs over your forehead. If it's a migraine, the heat will make it feel worse. If it's a full-blown classic migraine, of course, you'll be so busy vomiting and trying to make the room stop spinning that you will never make it into the shower.
When I get a sinus headache, I use moist heat and reiki and hot tea and salt water nasal spray. I'll take a hot shower or heat a wet washcloth in the microwave to use as a compress. The heat doesn't cure the headache, but it can make if feel a whole lot better.
When I get a migraine, I use an ice pack on the back of my neck. The coldness helps. I run hot water over my hands and feet, but not the rest of me. I take a blanket and pillow into a closet so that I can be in total darkness and silence. If I'm at a conference or in class and I need to function, I'll use caffeine as a last resort to make it tolerable.
During the last couple of weeks, my headaches have been alternating — from the pulsing sinus headache to the sickly disoriented feel of a migraine. I keep losing track of how to treat them. I can remember seeing once, in a museum somewhere, ancient skulls with holes drilled in them. Right now, I'm about ready to try that method, and let the headache out.