I do the same, but wait until the headache starts, rather than anticipating it, to drink something caffeinated. I've found this helps me quit faster, and a 10-minute headache isn't insufferable (a single caffeinated beverage usually ends the headache quickly for me). I've never needed more than 2-3 days to get passed that part.

But, like you, I've never tried to totally quit. I "test" myself by usually abstaining from caffeine on the weekends. If I get even a slight headache, then it's time to cut back.