I get headaches very frequently, like several times a week, usually with no explanation that I or my neurologist has been abele to figure out. Most of the time they are mild to moderate but even that, on such a frequent basis, is enough to seriously interfere with my enjoyment of life. I avoid all medications as much as possible but I can't resist taking Tylenol more often than I usually admit to. I am worried about ADHD, though I didn't know about that link in my first two pregnancies so I was more liberal. Both boys are totally mellow and healthy - no signs of any issues, though of course a sample size of two is meaningless.
Anyhow, I find Tylenol to be equally effective throughout pregnancy. However, I discovered that holding ice to my forehead (or wherever the pain is) is also very effective for headaches during pregnancy but does nothing if I'm not pregnant. So that's something you can also try.
Happy mumma to my boys Henny Tom (Nov 30, 2008), Arlo Odie (Oct 5, 2010), and baby SISTER! due mid-Dec 2014.