For me it's the sacro illiac joint. It tends to get misaligned and then I get headaches. A yoga teacher gave me a series of exercises that bring it back into alignment and also strengthen the surrounding muscles.
This is very individual and probably won't work for other people.
In general look at the DVDs by Gary Kraftsov. His stuff is very simple but very effective.
Many will do McKenzie Method work ($10-15 book on Amazon, Treat Your Own Back) for lumbar pain in flexion. It is very specifically good for that and that alone, which is the most common form of low back pain. I found a lot of relief using the tools in the book (yoga-type postures) and weight lifting.