Hellacious headaches - any tips from other headache/migraine sufferers?

Prior to pregnancy, I suffered from chronic tension/migraine headaches (didn't get a clear diagnosis). I never went on a maintenance medication because we planned to get pregnant, but I did spend a week getting IV infusion therapy. Now, starting around 18 weeks (I'm 23 now) I have had almost daily headaches and am looking for suggestions. My OB suggested Tylenol and a little caffeine. I am trying not to do this daily. I struggle with anxiety and caffeine tends to be a trigger, and I'm wary of medications in general. Peppermint oil on my head and neck have been helpful, but I've also read bad things about it. Lastly, I regularly use a heating pad on my neck and shoulders and occasional ice, but I'm still struggling. Any suggestions??? I'm getting pretty desperate.