I really appreciate all your suggestions guys! I live in Toronto, Canada - doctors are very slow in here, that's why I haven't had a correct diagnosis yet.
I will visit my doctor soon and request him to refer me to another neurologist.
Dan, thanks for mentioning 02 - I haven't tried 02 but I have heard that its effective in treating headaches. Unfortunately, I can't get an oxygen tank without a doctor's prescription. I did mention about 02 to my doctor but he ignored it.