What's wrong with me?

I'm 23 and I've been getting headaches since I was 13. Frequent ones, some times they last more than a day, very rarely do they last less. Before anyone asks, I've told my doctor. I've had 4 of them in the past 10 years, told them all and all they do is prescribe me painkillers. You name it, I've tried it. Problem is most painkillers don't work.. and the ones that do, stop after the second or third use. This past year, the headaches have gotten to the degree of extreme pain that I end up in tears, I've also developed an... urge, to injure myself in some out of it way, as a sort of pain relocation (my most recent 'urge' was to squeeze my skull so hard it cracked and punctured my brain) Yeah, I don't think it's nice either. Are the headaches driving me this crazy, or is something more serious going on?