Headache that won't go away

I had a thallium stress test on May 25, 2007.  That afternoon, I developed a headache.  I called the cardiologist and was told to take Tylenol which didn't help.  I then started taking Excedrin Migraine, which also did not help.  I tried to get an answer from the cardiologist, my primary care physician and/or the cardiologist who administered the test to see if the thallium stress test is the cause of this bad headache.  I cannot get an answer from any of them.

I was referred to a neurologist.  The MRI of my brain was normal.  She wanted to give me Cymbalta. I said I don't want an antidepressant for a headache.  

On June 9th, I stopped all the headache medicine, hoping that would help in case I was experiencing rebound headaches.  Still not gone.  I went to a local headache treatment center.  I was given a quick I.V. of magnesium sulfate and told to take Magnesium Oxide 400 mg per day and B2 Riboflavin 400 mg per day.  It has subsided only a little and I still have some occasional dizziness.  Now they say I should try prednisone for a week to see if that breaks it.

I've never gotten migraines or chronic tension headaches before. I am hoping it was just a coincidence that this developed after the test and not because of it. This is really scary and even scarier is the attitude of my primary care doctor (who chalks it all up to "anxiety"). I feel like I should try acupuncture.  This is all so weird.  I'm suffering and getting such varied advice or none at all from the doctors I thought would help me.

Any advice?  Thank you.