At least I'm not along in my Nuvigil experience. It gives me headaches, too, but not all the time. I still feel like it's not worth taking, though. Blah.
Here's how my primary care doctor explained the Nuvigil headaches:
"Nuvigil is a CNS [Central Nervous System] active drug, which means that it crosses the blood-brain barrier. Now, while your brain might like the results of the Nuvigil, it does not like things crossing that barrier, thus the headaches. However, if you can push through them, keep taking the medication for a month or so, your brain will get used to that particular chemical crossing the barrier and the headaches will stop."
The timing would likely be different in your case. I only take my meds on the days when I'm working, unless I have something else to do on a day off for which I need to be sure I'm fully awake. Since I work a 12-hour shift, that means I'm only taking the meds 3 days one week and 4 the next, with the possibility of taking them on other days--like when I start building my deck and will be using power tools. Or when the rain and meltwater go down enough for me to start storm cleanup and I'll be wandering around with a chainsaw. Unmedicated narcoleptic with a chainsaw? Bad idea!
I also have a fairly high pain tolerance. I've had arthritis since I was six, so I've been in some kind of pain pretty much every day of my life. Heck, I was told by an orthopedic surgeon once that, despite the nerve conduction test that showed definite carpal tunnel syndrome in my right wrist, I couldn't possibly actually have it because I wasn't "in enough pain." I should be "unable to so much as hold a pen" (I'm right handed). A headache has to be pretty bad to actually impact my daily life--and by "pretty bad," I mean getting close to migraine-level pain. So, there again it may be different for you. I hardly notice the Nuvigil headaches ... but I have noticed that I'm having fewer of them, so I think I'm finally getting through that adjustment.