Wasn't it Garry Kasparov who said that the ability to maintain composure etc was a very valuable skill itself?
I get headaches anyway, even without playing Chess. It's nothing that a couple of painkillers won't fix though. I had a terrible migrain one game and couldn't see the board properly as a result, I offered a draw and he declined! I was gutted, but I played on and managed to get a draw anyway. 
Yesterday I played against 10 6th graders at an elementary school. It took a total of two hours, and I walked away with a score of 10-0-0! Unfortunately, after concentrating for so long, I got a massive headache that lasted for the rest of the day! Anyway, most of the kids were ok, but here is one opening I'd like to show you that one kid played against me:
I'm curious though ... anyone ever get headaches from playing chess?