Regular caffeine consumption reduces sensitivity to caffeine. When caffeine intake is reduced, the body becomes oversensitive to adenosine. In response to this oversensitiveness, blood pressure drops dramatically, causing an excess of blood in the head (though not necessarily on the brain), leading to a headache.
This headache, well known among coffee drinkers, usually lasts from one to five days, and can be alleviated with analgesics such as aspirin. It is also alleviated with caffeine intake (in fact several analgesics contain caffeine dosages).
Often, people who are reducing caffeine intake report being irritable, unable to work, nervous, restless, and feeling sleepy, as well as having a headache. In extreme cases, nausea and vomiting has also been reported.
Caffeine and Health. J. E. James, Academic Press, 1991. Progress in Clinical and Biological Research Volume 158. G. A. Spiller, Ed. Alan R. Liss Inc, 1984.