I can't remember where I read this, but if you're prone to dehydration headaches (which is what a hangover headache typically is), don't drink water, or at least not just water.
Instead, mix a pinch of sugar and a pinch of salt into a quarter-glass of water. Mix well, drink. You'll rehydrate far better and faster with this than with just water.
This is probably why Gatorade works so much better than just water, but this method is far, far cheaper.