Caffeine has always been a big part of me because I'm a coca-cola chugger. I have tried to go a week without it but then, the temptation always comes and gets to me. I think mostly it is because whenever I drink a ice cold coke, the fizz of the drink always sets me and it always feels good when it goes down on the back of the throat.
As for the headaches, for me that is, it usually sets in when I don't have a quick fix of caffeine which is bad. Oy. There are times that I'd be having a migraine but i don't think it is related to the caffeine withdrawl - or it might be the case?
My body is so accustomed to have the caffeine in me that it doesn't even make me stay up at all. I sleep and zonk out when I want to. When I'm cutting it down, it might take a while to get accustomed to be caffeine free. Although, I don't know if I'm ready to give it up all together, heh. It's so addictive, lol.