In the rare instances I have any kind of headache, the first thing I do is get a glass of water. If rehydrating my body doesn't do the trick, I will get a massage.
For stress, I don't wait until my body starts experiencing discomfort before addressing it. That reactive approach essentially requires waiting "until it's too late" and then trying to undo damage that has already been done, usually over a much longer period of time.
Instead, I proactively address stress by using exercises, stretching, breath training, martial arts, and other fun activities to "work out" stress before it can become chronic. Improving my eating habits has also helped a lot!
Years ago I was a short-tempered, highly reactive person that handled stress and challenges poorly. That was before I adopted the habits I now profess to others, especially to my training clients. Now I am MUCH more easygoing, confident, and capable of handling whatever comes along.
Good luck with whatever personal challenges you are facing. I hope you find a proactive approach to stress management that works for you!