Hi Concerned Husky,
Been there, done that. I used to get these all the time, from about age 7 until a few years ago. What I found is that I used to clench my jaws (especially on the side where the headaches always seemed to be) and like Sam says, my shoulders were always rock-hard due to being around my family.
What I found helpful was to trace a line from your temples down to below your ears where the jaw muscles attach to your skull. Gently rub that line, especially the area just below your ears at the jawline. I found that it was usually hard as a rock, then as I rubbed it, it would hurt like hell. However, after a few minutes of gently massaging it, it would relax and the headache would dissipate.
For shoulder tension, I found that slowly rolling my head forward, to the left, back, to the right and so on really helped. I would do about 30 revolutions left and 30 right, alternating left and right. Usually these two sets of exercises would knock out 90% of the pain. Tylenol did the rest.
If these aren't helping, there are tons of migraine meds out there. Get with your doctor. My wife went through 3 different ones before she got relief from Imitrex. All the migraine meds seem to work very differently for different people, so if one doesn't do it, just keep trying until you find what works for you.
Hope this helps.
Never worry about "three steps forward and two steps back." Thirty steps forward and twenty back are still ten steps in the right direction.