i used to get migraine headaches after tennis or weight lifting. it started in college. a few years later i learned about the harmful arthritis causing nightshade foods and eliminated them from my diet. that eliminated 90% of my headaches and occassional asthma like conditions i could get.
basically try avoiding eating all potatoes other than sweet potatoes, all peppers but black pepper, this includes bell peppers, hot peppers, paprika, avoid eggplant and tomatoes as well as cigarrette smoke.
i still get exposed to 2nd hand smoke a lot but i eliminated the foods, got rid of the headaches and my post workout recovery times improved vastly. if you lift weights your recoveries will be much faster.
exposure to the nightshade foods up to a week before the excercise can be the problem but it was especially problematic for me 24 hours in advance.
i used to teach tennis for a living and had a taco bell near the courts that i would visit frequently for lunch and end up with migraines 3-4 hours later and have to cancel lessons and never made the connection. giving up potatoes and mexican food and not eating pizza with tomato sauce was a huge pain. but i have learned to deal with it.
you can see some info about nightshades at
http://www.noarthritis.com/
