both the National Headache Foundation and the American Council for Headache Education have "find a doctor" resources on their websites (google them, since for some reason we're not allowed to post links on these forums). NHF's list is a little harder to find on their website -- look at the bottom of the educational resources page for a link to an outside database and a phone number for access to all their physician members. None of these lists are any guarantee of quality, but at least these docs have shown some special interest in headache medicine.
best of luck,
mark