Friends are the most important thing when you feel this way. Trust me, I've been through your situation time and time again.
Sometimes I feel like I can't be bothered to see my friends when I feel down. But trust me, they will help you through everything. They might not always give you advice to your problems because.. they're not therapists. They will ease the sadness, though. When I'm with my friends it just makes me think of the better things in life. Many times, when I'm with my friend Jessica, I stop and think "Wow, I've got an amazing best friend. How could I ever deserve her?" She makes me happy when I'm sad and makes me calm when I'm mad.
So just remember that you really do need your friends.
Also, seeing a school councellor most likely will help you. Counsellors understand much better than what your parents or friend ever will. They've seen your situation thousands of times and helped people through them. I'm sure one could help you through yours. You have someone
on your side. People who don't understand.. well, don't understand. They don't know how you could ever possibly think that way. Whereas counsellors understand you completely. They aren't against you, they think as you as any normal person and try to help you. You can spill out your feelings to them - it's never healthy keeping them locked inside.
As for the headaches; drink lots of water. If they persist I suggest seeing a doctor. I get very bad headaches so I'm going to see a doctor soon, too. The headaches may have something to do with your eye-sight, though. Strain on your eyes and such. I'd definately play on the safe side and see a doctor.
Sorry for a long post. Just thought I contribute what I could.