Exercise has so many benefits, it's hard for me to think of cases where it isn't a positive trade.

Yeah... talking to people who feel this way is very frustrating.

As for your headaches.. thinking about it, it sounds like you're indoor a lot. It may be a reaction to low oxygen content or generally bad air; have you tried just going outside when one starts? You don't need to exercise, just.. sit outside.

Today, before reading this comment, I sat in a park. My headache-of-the-day did not go away.