Neodymium magnet therapy is not a good idea. Magnet therapy may have some value, but it can also induce malignancies.
Have you looked into neodymium magnet therapy? Was/Is an excellent drug free option that has good results.
If the headaches are caused by migraines then trying Magnesium, riboflavin (vitamin B-2), and coenzyme Q10! could help!
But being on coumadin (warfarin) then coq10 and Magnesium can cause an effect!!!
You should talk to your doctor before taking anything!!!!
Are they migraines, which is what imitrex is for (not sure of the relevance of coumadin for headaches)? There are natural remedies for migraines, but they'd be different than treating headaches, for which one would need to know what kind of headache.