Migraines!

I'm 16 weeks & one day, I suffer from headaches when not pregnant but now that I am (this is my second) they are even worse! I had one that lasted for DAYS!! I talked to my doctor about it and he told me when I have a headache drink some caffeine. I've had a migraine since yesterday morning to the point I was in bed crying last night it hurt so bad..today I got some Mountain Dew to try what my dr said. It took it away, I took a nap and it was back. What do you ladies do for headaches!!?