I still get headaches in the afternoon also. I think with time it will ease up.
Unfortunately with the weight issue, you will really have to work at it. It came on easy, but it doesn't come off easy. Just taking the thyroid meds. will not make you lose weight. You will have to cut back and excersize! Yuck I know. Someone posted this link earlier and it had allot of helpful insight to losing weight.
http://thyroid.about.com/cs/dietweightloss/a/losingweight.htm
I too got a headache and terrible heartburn when I started taking my meds, but thanks to the guys on here I have manged to get them to ease - just by drinking plenty of water when you take the tablet (I am on Levothyroxine) it seems to disperse the meds better and you don't get so much of a headache or heartburn.
Stick at it - it weill get better.
As for the weight issue - I too am waiting to see how long it wil lcome off - I have only been recently diagnosed (April 08) and so am excited at the prospect of losing a little of the weight I have gained as a result of the Hashimoto's that I have. Let me know how you get on !
Keep smiling
:-)