Don't drink alcoholic beverages, as they will dehydrate you and give you worse headaches than the ones you are already experiencing. I have personally found that keeping active makes things better. Being lazy and stagnant only makes you feel worse.
I usually crave pastries during my menstruation cycle, danishes and the like. But keeping to a healthful diet will insure a better state of well-being during the time you are on your period. If you let your hormones control you, you are likely to become lackadaisical and less able to do work, and you'll feel crummy.
The first three months, I let my emotions and hormones get the better of me, ohhhhh wow, that wasn't very fun. I could barely move from my couch. I watched so many sappy movies to laugh at their outcomes but I wound up crying.
Me. Crying. That was just not acceptable. So I broke the television and bought myself a new one and vowed never to let my hormones rule over me again.