I also experienced stabbing localized headaches for a few weeks after my Tegretol dose was increased from 100mg 2x daily to 200mg 2x daily. The pain was so severe that I would have to stop what was doing for the (albeit brief) duration. The pains usually radiated from just over one eye, but could occur from any point. They stopped completely after approximately three (miserable) weeks.
Tegretol was prescribed to help mood swings and agitation and I must say it has worked beautifully in conjunction with an anti-depressant to aid sleep and CBT. I wish I'd found this combination 15 years ago!