Going cold turkey has caused bad headaches for me in the past but they only lasted a couple days. I use to do it on a weekend so I could start the next week at work okay.

I just keep my coffee intake low now or I'll have trouble getting/staying asleep at night. I don't do sodas very much anymore so I just have to contend with my couple cups of morning coffee and every few days I halve that just to make sure it isn't getting out of control.