Headaches are caused by cranial or bicranial tension or fatigue.
One common trait of all headache relief; they thin the blood.
It can most commonly be that you blood is too thick, or that crystallized plaque is built up in your arterial walls. Either way, Apple Cider vinegar will help far more than any crystal over the long run. Just two tablespoons a day is a good way to keep the blood thin and help circulation.
Magnetite, or Lodestone, will help more than most stones just because of the effect on the iron in your blood and heavy metal toxicities that can impede blood flow. Wrap the stone with a tight coil of two copper wires right next to each other. Rub it on the lodestone for a few minutes and it will have a slight charge.
The stones which will be best will be ferromagnetic crystals (iron oxides) with a high enough iron content to hold a magnetic charge. Hematite is ok to use with magnetite, and both are observed in nature to be "biomagnetic." But honsetly, a naturally Magnetic piece of Magnetite, i.e. Lodestone is really powerful for this. They are produced in bacteria, for the purpose, it is believe to have a sense of direction. It is also found in the brains of animals that have a specific need for direction, such as bees and their dance, or fish that return to their spawning grounds, or whales who travel over a set pattern their ancestors did, with no one showing them how.
But, it you want to play with some science and make a headache zapper:
Take two lengths of copper wire and wrap them both with a tight coil around your ferromagnetic rod, stone or even just a "ten penny nail" and be sure to leave yourself a foot or so of copper wire to spare (these can be in the handle of a wand. Wrap the two remaining ends around the posts of a nine volt battery. Congratulations you have a electromagnet which will thin the blood and is an awesome addition to wands and such if you are so inclined to such practices!