best expression

I’m having a headache; I have a headache; I’ve got a headache.
Is there any difference between the three?
Which is used colloquially?
My one is very nice; Mine is very nice.
Are both right?
Which one is used by the native?

I’m having a headache is not correct.
The other two are okay and mean the same. The one with ‘got’ is a little more informal.

‘Mine’ rather than ‘my one’.