It's also possible (albeit unlikely) that it is psychosomatic (or more properly, "psychogenic"). It is possible that for whatever reason, the first time(s) you had homegrown, you had or deleloped a headache from some physiological cause unrelated to the herb. After that, your subsconcious mind may have linked the homegrown to the headache. A good way to figure out is to have three (or so) varieties of bud, and do what is called a double blind test. This requires the help of two trusted friends (or one friend and a computer - a trickier operation if you aren't familiar with DB studies). One person takes the three different kinds of bud and lables them (such as A, B, and C) and also takes note of which letter corresponds to which type of bud. Then the second person gives you A, B, and C, however this person does not know which letter (or number or whatever) stands for which type. This way the person giving the bud won't unknowingly tip you off or in some other way taint the experiment. If none of the three give you a headache, it is all in your head (no pun intended). If more than one or the "wrong" one give you a headache, it is also probably in your head. The only outcome that proves it actually is the bud is if the bud in question, and only that bud, gives you a headache. Note that you won't know which was which until after the experiment.

Now that I've written a short story on how to do a Double Blind Study for an unlikely cause, I'll give a few other ideas...

You may have an allergic response to something present in the particular strain. Also possible are allergies to the soil, water, and fertilizer. Check your device(s) for possible allergens such as switching papers or a new pipe, etc. Also, depending on how it is cut and smoked (ie with or without leaves, seeds, tobacco, etc), it may be giving off a very high level of carbon monoxide (which would be the only reason for oxygen depravation, unless you are holding it for like 40 seconds, which is pointless). High levels of CO can make you light headed at first (or pass out {and die, technically}) if you continue breathing large quantities, but give you a headache after you begin breathing normal air again. And finally, some bud just does that. I've seen some really dank sativa that for whatever reason always caused a headache (which was easy to prevent by taking two advil {Ibuprofen} or your favorite analgesic {pain killer} about an hour before). Sorry the post is long, but hope something in it helps G'day!

***Edit***
get yourself a vaporizer, give your lungs a break ...
And I agree with reap, get a vape! I know a lot of people don't like the Volcano as much as when it first hit the market, but I wouldn't trade it for anything (except maybe a bunch of really really dankness :jointsmile. There are some cheaper ones made now so it shouldn't be nearly as cost prohibitive as it used to be...