If the tension is indeed psychosomatic, then treating the psychological cause may be the way to go.
Other things that would be worth investigating: Alexander Technique, Pilates (yes, seriously. What you're describing could be breathing-related in particular, and Pilates is good at that stuff. Go for a teacher accredited by an organisation with a multi-year training program.), Tension Mytosis Syndrome, T'ai Chi (again, seriously. Good t'ai chi can be very useful), trigger point therapy (read http://www.amazon.com/Trigger-Point-Therapy-Workbook-Self-Tr...), deep tissue massage (painful but effective).
I was first introduced to it by a physiatrist (no, not psychiatrist), which is a real MD. They had a team of essentially physical therapists that worked on trigger points. Even if your insurance doesn't cover massage, most will cover visits to such places, since it's under the care of a doctor.
In my case, the biggest factor seems to be muscular, and doing trigger point massage has almost eliminated the problem. There are an amazing number of muscles that can cause some kind of headache (not just including neck muscles but also a bunch of jaw muscles reachable from the inside of your mouth...) It's now gotten to the point that depending on which type of headache (temple, top of head, stabbing in the eye, etc.) I get, I pretty much know which muscle to massage.
So, my obligatory reference for people who have chronic back pain or headaches: The Trigger Point Therapy Workbook