If you really can't get rid of your headaches, you're probably right to go and see your OB. Even just to ease your mind. I had horrible headaches all the time from around 15-20 weeks, then they went away. I have had a few yucky ones this week though, when I've needed to take panadol, but I think it's just the heat in my case.

I'm sure it's nothing to worry about, but good luck with your Dr, and I hope they go away for you soon!