I have never suffered from headaches with MTX, though once in a blue moon I do feel a bit sicky. I am sure headaches are probably one of the side effects with it...there are plenty as you can imagine. However, tiredness is deffo one of them and many people suffer with this and it might set off a headache if you are prone to them.
Are you taking Folic acid? This is what derms use to combat the side effects of MTX. Take one 5mg tablet every day except the day you take your MTX. You will need a scrip for it though, as you cannot buy this over the counter from a chemist in such a large tablet dosage.
The only other advice I can give is eat something before you take the tablet/s and perhaps take it before you go to bed...this helps as you are sleeping through the initial side effects (works for me, though I find it difficult to wake up in the morning).
BTW, make sure the painkillers you take do not contain aspirin or ibuprofen...only paracetamol to protect your liver. These two drugs are contra-indicated whilst taking MTX!
SJ