I dont buy the intense workouts as better alternative to more "slow burn" workouts. I'm a runner and I used to do fast 5k runs 3-4 times a week. I would feel very tired at the end of each run, just depleted. Didnt wanna do anything else but just relax. Had headaches too and most likely due to burning carbs at fast rate (intense workout, high heart rate) and basically depleting my carb reserves, which i think are about 2500 calories in a person. Then I stumbled upon a book, i think here on HN, called Slow Burn by Stu Mittleman [1]. It changed the way i look at the cardio exercise dramatically ! You wanna be healthy - burn fat (slow pace, long time, low HR). You wanna be fit - burn carbs (fast pace, short runs, high HR). These are very different goals as you can imagine ! So which one do you want really ?

[1] http://www.amazon.ca/Slow-Burn-Stu-Mittleman/dp/0062736744

Edit: Just wanted to add, now I run 10k easily, feel great after each run and dont have any headaches and I think, though i dont really care, i loose weight too. Just keeping the HR under control during the run, thats all you need.