Just a few questions .....

Are they there when you wake up??
Are they there all year or are some days / seasons more intense?? Allergy related headaches can vary in intensity depending on what you are allergic to.
Have you had your eyes tested any time recently?? Pregnancy can alter your vision and visual changes can cause headaches.
Where is the headache?? And what does it feel like - tight, heavy, sharp, pulsing, throbbing??
Do you have tension in your shoulders?? Numbness / aching in the arms or hands?? Any neck pain??
Any previous injuries or MVA with whiplash before??

Some of the answers can give a hint as to whether you need to see an optometrist, doctor or have further testing. Recurrent headaches that aren't getting better should be investigated further +/- a referral to a neurologist or some other specialist.