I never drank coffee (never liked the taste or smell), but for years, I drank upwards of six 20oz bottles of diet coke daily. I accept that 120oz of soda/day makes me a caffeine lightweight by Slashdotter standards, but it still seemed like a lot.
I quit cold-turkey about 8 weeks ago on a Wednesday night as part of a "detox" diet (no caffeine, no oil, no fat, no carbs, no sugar - basicially veggies and water). Thursday morning was OK, surprisingly, but I had a headache by noontime. The headache lasted (never completely crippling, but *constant* throbbing behind my eyes) until the following Sunday morning.
I felt like I had very little energy for the whole week, which probably had more to do with my diet than the lack of caffeine. However, after a week or so, I actually felt better - I have better focus, more stamina, and actually got more shit done. I definitely feel better now (and have dropped 30 pounds, which doubtless helps). I haven't RTFA, so I don't know if the days-long headache is a typical response. YMMV, but based on my experience, I do recommend at least trying to cut back on caffeine (maybe not cold-turkey, though).