My first thought would be that a spike is blood pressure that occurs with exercise is a possibility for causing headaches. Definitely go see a doc (as suggested by others a neurologist would be the best person to see.
That was my first thought as well. I have high blood pressure and often experience similar headaches. However, they usually occur while I'm doing my cool down. It isn't really painful though, more like my heart is in my head instead of my chest.
I actually would recommend seeing a general practitioner first--portal of entry. For 2 reasons. 1. Insurance covers you if you get a referal in general to a neurologist, paying out of pocket is difficult. 2. many neurologists don't accept walk in patients. 3. this very well could be something NOT neurological. Headaches that are reproduced by valsalvas could be any lesion of the dural or intrathecal pressure. Just go to any portal of entry doc 1st, they should be able to examine and send you to the proper specialist.
I would do that. I probably will.
