headaches caused by ciggerates and marijuana is mainly contributed by the method of inhalation. When smoking cigarettes you must inhale deeper and try to block the nasal passages from exposure. the inflammation at the back of the throat and top lining of the nasal passages is a lot more sensitive than the linings in the lungs when inhaled. the body will then reject these chemicals and send pain response caused mainly by headaches to stop these activity from going on. most smokers can recall getting headaches when first smoking marijuana, and this is usually due to the same reason, chemicals for noobie smokers in the sensitive areas WILL trigger headaches but will pass as one gains more experience and practices on a more direct inhalation.
hope this helps
EDIT:
not to offend anybody, at all. i love smoking but, to doubters, think about this. i just have to kill some myths about some common issues.
Is bc cush really the best? or are you just so amped up knowing that you have premo that you going to take a deeper, rushed hit when smoking it, giving you a better high?
(which IS, the proper way to smoke weed). you got good weed, so you gotta smoke it like a champ right? makes sense.
APart from swag which youll roll a loosey smoke it (oh yeah its not a strong smoke, so lets just fuckin breathe EVERtyHING in, getting in my nose and shit) and then you get a headache.
getting a headache after the 3rd, 4th joint? your body will be fatigued and will relax the muscles that need to be blocked in order the prevent the headache.
people with the flu would be the opposite, linings are so filled with mucus that your headache can't really get worse, or may even get better, but could be the opposite; again for people showing fatigue when smoking the stuff, due to linings being so inflamed that it can only make it worse by putting carbon ontop of the linings getting absorbed, posisoning you worse.
another one is smoking, working out, smoking. smoking will cause blockage, working out will put your body back in sync after smoking and give you more "control" over your body, where you have more control over your hit, which can cause blockage again, making you think that exercise is the only way to get rid of the mild nausea or headache after your last sesh, and giving the reason "yeah i gotta work out first (unless you know...u just like working out :S). just trying to debunk some stuff.
I just get tired of people debating on the best strains. but its really about the smoke composure, the way you hit it, and the mentality; before you take your first hit. not all weed is supposed to be smoked the same. can't really put down a drug when not smoked properly.
BTW, this is just for noobs, vets can ignore this, criticize, whatever, im just an avid smoker curious about why things happens some ways and different ways to different people. and again hopefully this clears any misconceptions about headache induced smoking.