HISTORY:
Red flags

• sudden onset of HA
• onset of HA after 50 y/o (THINK temporal arteritis OR mass lesion)
• increased frequency or severity of headache
• HA with concomitant systemic illness
• New onset of HA with underlying medical condition (ca. or HIV)
• Focal neurologic signs or symptoms
• Papilledema
• HA subsequent to head trauma.

Physical exam:

• Thorough neuro exam

Tests:

•  If abnormal neuro exam => Neuroimaging
• Noncontrast CT r/o hemorrhage
• Lumbar puncture if normal noncontrast CT
• MRI for posterior fossa
• CSF r/o hemorrhage, infection, tumor, CSF HTN/hypotension. 

Referral:

• Difficult to dx, worsen, or fail to respond to management

Source:
http://www.aafp.org/afp/2001/0215/p685.html