Sex? No ta, I've endless "nasty headaches" (9)
I believe the answer is:
vexations
'headaches' is the definition.
('vexation' can be a synonym of 'headache')
'sex? no ta i've endless nasty' is the wordplay.
'endless' means to remove the last letter.
'nasty' indicates an anagram.
'sex'+'no'+'ta'+'ive'='sexnotaive'
'sexnotaive' with its final letter removed is 'sexnotaiv'.
'sexnotaiv' with letters rearranged gives 'VEXATIONS'.
I've seen this clue in The Independent.
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