They're worse than Migrane Headaches. (At least in my experience)
My ice pick headaches come from out of nowhere. All of a sudden, it feels like someone hit me in the left side of the face with a hammer. Most of the time, the pain subsides after about a minute. Sometimes it will be a throbbing ache for about an hour, other times it's a throbbing ache that comes and goes for an hour or so.
Today, however was the worst yet. I had a whopper of an attack at about 3:00 today, following a small cluster of weak attacks at lunch time. This one was so severe that I was reduced to a groan and tears. I was barely able to inter-office instant-message a co-worker that it was happening again. By the time he made the 10 feet to my desk, I was nauseous, with tears running down my cheeks, but almost able to speak. But, just as quickly as it came on, it was gone again. By the time other co-workers heard him ask me if I was okay, I really was. Nothing hurt, and I felt silly for the tears running down my cheeks.
Another co-worker is married to a doctor, so I wrote down what was going on immediately before, what happened during, and how I felt after the attack, and asked him to mention it to his wife. It scared me that much... I was afraid I'd had a stroke! I even, once I had regained my composure, asked co-workers if one side of my face was drooping!!!
Anyhow, there has been no indication that any damage was done, and I've felt fine since then. If it happens this severly again, I'll go to the doctor. But for now, I"m just glad it only lasted for a minute or two.