You may have migraines, migraine pain varies greatly. Some people feel the migraine pain as pressure, while others feel stabbing or throbbing. Then again, you may be suffering from sinus headaches. There doesn't have to be a problem with your sinuses for you to get sinus headaches.
I wonder if it's possible that you have TMJ. Here's a website with symptoms of TMJ http://www.healthcentral.com/chronic-pain/tmj-38544-5.html If you think this might be you problem, tell your doctor and see what he thinks.
Dx: Chronic Daily Migraines & Chronic Depression
PRN meds: Tylonal #3 and Tramadol