The human body reacts powerfully to scents. By using techniques of aromatherapy, you can reduce the number of headaches you experience, and reduce the severity of ones that do occur.
The first caveat is that we all have different aromas we love and hate. If you absolutely abhor the scent of lavender because your evil landlord wore it, then lavender probably won't work for you. The scent will cause you great stress. So make sure you determine which scents work well for YOU and your past history with them.
A classic stress-reducing herb, there are many varieties of chamomile tea on the market which turn this into a multi-sense treat. You can get chamomile eye masks and other items if you're not a tea fan.
Another classic, lavender has been used for centuries to reduce stress. This lovely purple flower is made in bubble bath, pillow sachets, and numerous other applications.
While rosemary can be a bit invigorating, it also can bring on a sense of peace and serenity. I keep a pot of rosemary near my yoga area and run my hands through it before every session. It is wonderfully relaxing.
The most romantic of flowers can bring along a feeling of comfort and gentle relaxation. There are different varieties of rose, so experiment to see which one speaks most clearly to you.
Cinnamon can bring warm, soothing feelings with it - but for some it can remind them of the stress of holidays. See which way your own body tends to feel when it smells this spice.
Another one that can cause a range of reactions in people. Some people equate it with the "chore" of doing cleaning, and it feels stressful. Others feel lemon is a fresh, clean, happy scent that lets them know everything can be put into its place.
It's important to note that some people have reactions to artificial fragrances - so if you are experimenting with aromas, go for natural essential oils. It might be that you'd find a real lavender sachet to be the perfect solution, but you react poorly to a fake lavender spray.