I've had them pretty much my whole pregnancy (actually since our first m/c to be exact) and the ones I get are completely debilitating migraines. If they continue I'd mention it to your OB and ask for a referral to a neurologist - mine has been really helpful (granted when you're pg there's only so much they can do/suggest, but at least you can get a prescription for some vicodin or something). It will also be good to have a neurologist on speed dial for postpartum headaches b/c usually if you get them during pregnancy you also get them as your hormone levels drop after the baby comes from what I was told.
Re: So many headaches
Baby # 2 edd 11/26/08 - Ezra Jacob born 11/29/08, 9 lbs 6 oz., 21 3/4 in
Baby #3 edd 05/04/13 - Titus Jude born 05/01/13, 9 lb 5 oz. 21.5 in