Things to look into as being possibly related to your headaches:
1. Allergies - have you been tested for any? Do you live with animals? Do you have lots of dust in your house that you are consistently breathing in? Severe allergies can cause headaches and sinus problems.
2. Migraine - look into this. You may need medication to control your headaches if they are migrainous in nature.
3. Sleeping conditions - have you tried different pillows? I changed my pillow several times before I found one that stopped hurting my neck and causing constant headaches.
4. Hormonal imbalance - may need some medication or lifestyle changes for this.
5. TMJ - do you have a nightguard? This isn't always the solution but it may help if you are grinding ferociously at night.
As for alcohol/smoking, I have definitely had to cut down on beer, but I still have a few when I get home from work. Smoking can cause all kinds of health problems that in turn may be contributing to your headaches but I don't think it is the sole cause.
Hope that helps!