Both replacement therapies and drugs have side effects.
Although every drug produces specific, well-documented side effects, headache and nausea are commonly listed as side effects of many smoking cessation drugs.
Of course, it's often hard to tease out whether the drug is causing side effects or whether the profound shock of quitting smoking is causing them.
Often, people who use nicotine patches at night, or who use Chantix, report having weird dreams. But this isn't reported as a side effect of Zyban. However, users of both Chantix and Zyban report having trouble sleeping.
For most methods, patients report that the nausea, headaches and dizziness subside within a few days of starting. Like quitting itself, managing the side effects can be a matter of buckling down for those few first miserable days and then getting on with the hard work of quitting in the long term [sources: Pfizer, GlaxoSmithKline].