The first week was pretty rough, but I put the headaches down to the fact that I wasn't drinking 6 or 7 lattes a day (hmmm, do you think that might have contributed to my weight gain???).
On Friday, someone at work asked me if I had any painkillers and I realised I didn't. Before starting SW I used to have headache tablets in my work drawer, my handbag, the car and at home. Now I don't think I've got any at all which made me realise I don't get headaches, backache, joint pain or migraines at all, when I used to be plagued by all of the above. I don't think it's due to weight loss, as I have a long way to go, but I do think that eating healthily and avoiding all the processed carp has made a real difference.
So, the best advice is to up your water intake and stick with it - it's defintiely worth it in the long run!