what is the best pregnancy test?

My period is supposed to show up the 19th or 20th. And it has yet to show up. I had unprotected sex twice, a week or two before my period. I've have mild cramping like my period is coming but it hasn't. I've been having on going headaches for about 4 days now. 
I'm wondering which pregnancy test can detect the smallest amount of the hormone. I've heard some can detect small traces and some need to have more traces to detect. I'm thinking of going to grab a test tonight and test tomorrow morning if my period doesn't show up. I may run to Walgreens or a local grocery store.