Giving up caffeine and most carbs have both given me huge headaches. I now drink diet caffeine free soda (I did give up soda completely for about 6 months). I had a cup of coffee for the first time in a few years yesterday and it tore my stomach up. It's amazing what our bodies get used to. You never realize what an impact something has on your body until you give it up.
Also, don't always be so quick to pop excedrin, tylenol, etc. for your headache if you're trying to give up caffeine. Many headache pills have as much caffeine in them as a soda or cup of coffee. Read the labels!
I noticed during the winter I really loved the warm cozy feel of coffee so I started drinking hot water with low sodium chicken boullion in it and no sugar added hot chocolate - make sure it doesn't have caffeine as some hot chocolates do - (both of which I love).
Coffee in itself is not bad for you, but a lot of people (myself included) do not drink it black. It's the couple scoops of sugar and cream/milk per cup that adds weight to your waistline (of course, the more you drink the more beneficial it is to losing weight that you give it up)
Drink lots of water and remember that the first few days are the hardest. It does get better and soon you'll be feeling great when your body gets rid of the addiction to caffeine.