My sinus headaches usually include pain under my eyes and across the bridge of my nose. Apparently, that's where my sinuses are most apt to become inflamed.
Grivusangel is right, though. A hot shower will often help loosen up the congestion, so it can help relieve a sinus headache. Massage on the back of the neck can help, too. I don't know why, but if my husband rubs my neck and shoulders, it can really help a sinus headache.
I've never had a migraine, but I know they're miserable things to endure. I've had friends and co-workers who had them, and they can be absolutely debilitating.