I did the cold turkey thing too. No headaches, but what did happen was day 1 I was groggy but functional. Day 2 I was just so unbelievably sleepy, I took the da

I did the cold turkey thing too. No headaches, but what did happen was day 1 I was groggy but functional. Day 2 I was just so unbelievably sleepy, I took the day off work and slept all day. Then all night, and most the next day. By day 4 the sleepiness was wearing off but wow, I was hit with an adenosine freight train. I have had aches in some big muscle groups like my quads, it felt like the day after running a marathon with no training. Turns out this is a known (though not very common) side effect of caffeine withdrawal. It took about 10 days before I felt more or less normal again.