i've seen people get bad headaches though poor fit and/or position on the bike. they take far too much weight in the hands and arms, which in turn makes the neck muscles overly tight, hey presto headache.
do you get headaches regardless of the bike you're on, do you get headaches regardless of the effort you are putting out (ie hard ride vs easy ride) or is it only on hard rides, and then only after a certain amount of time?