Actually, caffeine is known to cause headaches, not cure them. Try to avoid it, especially if it's in a diet soda as sometimes aspartame can cause headaches as well. If you're tired of doctors, there are some simple things you can do on your own.
The hydration part is a really good tip. Make sure that you're getting enough water. I hear varying things, but one that I heard was to take your weight (in lbs), divide by two, and that's how many ounces of water you should drink in a day.
You should also get some exercise, even if it's just something moderate like stretches. Stretches can possibly help relieve muscle tension which could be a factor. Look up some good neck, shoulder, and back stretches online, but be careful not to overexert yourself. These should all be gentle. And supplement your workout with even more water than you would drink in a normal day.
Appropriate sleep is important too. Getting the right amount at the same intervals is important, and apparently things like naps can throw this rhythm off.
Lastly, there's the dreaded diet. You can probably google a quick hitlist of headache or migraine causing foods. Some of these can be really hard to quit, like the aforementioned caffeine. Other things like chocolate, nuts, cheeses, cured meats, etc. can be triggers. Sometimes it may help to just take note of what you ate and if you get a headache in the following day, you might be able to narrow it down. I think I get 'em from MSG.
I'm currently seeing a neurologist for them, and it's... frustrating. So I get why you're hesitant. But if you're able to, it might not be a bad idea to give it a shot. Like another poster said, they might find something out that you never knew was the cause. Like I apparently have Torticollis. I knew I had something like that, but I didn't know if it was anything serious or that it might be contributing to the headaches. Try and see the doctor, and if you don't like what they have to say, you're under no obligation to go back.