I did the same thing for about 25 years before I hit upon the cause. During that time I went for every kind of test, tried to relate it to everything under the sun -- allergies, hydration, the weather, you-name-it. Turned out, the cause was my jaw dropping open when I slept and straining the temporalis muscle between the jaw and scalp.
I found this out from a paper I found online entitled "Living with Headache," online at http://www.drjimboyd.com/HEADACHE.PDF I highly recommend this article to anyone with morning headaches. There is nothing to sell here, just a well-written document, illustrated document by a doctor; it changed my life.