There are different types of headache. If the headache feels like a cap around your head, then this is a tension headache and responds well to tylenol or advil.
If the headache is more of a pressure headache under the eyes and across the brow, this can be a sinus headache and decongestants such as sudafed or mucines with tylenol are helpful.
If it is is more of a migraine type headache, then at least 800mg of advil are best and some migraine prescription medicines may be needed such as imitrex or sumatriptan.

Many OTC meds have caffeine to help with headache sxs. For tension type headaches O2 can help. Fir migraine HA you can use a triptan injected subcutaneously. There are at least 3 migraine prevention Medications out now too.