I'm a migraine sufferer in general, and the second trimester was the worst for me. That said, I've been getting some low-grade headaches now in the third trimester as well.
First thought... are you hydrated. Even deeper than that, not just are you hydrated at the end of the day, but are you hydrating throughout the day? I've found that if I don't drink a certain amount of non-carbonated/non-caffeinated fluids by a certain point in the day, it doesn't matter how much I drink in afternoon/evening, I'm likely to get a headache in the evening.
Second thought... how are your sinuses. Sometimes headaches can be brought on by barometric pressure changes (ie: change in weather) and sinus congestion, or the 'normal' increased sinus swelling from pregnancy (especially late pregnancy) can exacerbate this.