Hi Softy. I was only on Celexa for about a month as the side effects were scary for me. However, in the past I have weaned off of Xanax and Desipramine (sp?). I did experience headaches and everytime I lowered my dosage I went without sleep for a few nights due to insomnia. I also experienced some shaking. Has anything else in your routine changed? Have you ruled out any other options for these headaches? If you haven't had any other changes it probably is the Celexa. I'm not sure how quickly you are weaning down. Could you either wein down in smaller dosages and/or over a greater length of time? Does your prescribor know that you are weining off? He/she might be a good source also for help.
Good luck with this. I truly believe that getting off these medications is just as hard as trying/adusting to new ones.