I have exactly the same problem. I bought a Macbook Air about two months ago and have barely used it because the display is too hard on my eyes and it gives me headaches. I've tried using the f.lux application and it helps a little, but not quite enough. I haven't yet tried a 3M Privacy Filter. Ironically enough, I had the same visual problems with a first-gen iPad that I had several years ago. By comparison, I have a Windows PC connected to a HP z24 24" monitor that has a matte (as opposed to glossy) screen, and I can use it for hours and hours without any eyestrain, and only minimal fatigue.
Sure, I could solve the problem by just hooking the MBA up to my 24" monitor, but that's not what I bought it for.
So, I'm at the stage where I am seriously considering selling the Macbook Air and getting a Windows laptop instead. Selling it would be a shame, because the Macbook Air is otherwise a lovely laptop, given its very light weight, long battery life and smooth, easy usability. And while Macs tend to have good resale value, I'd still lose a little money if I sell it.
No other laptop, regardless of OS or make, comes close to the MBA in terms of portability and battery life, in my experience. I also I find the SSD in my Macbook Air makes the OS very efficient and quick. I can edit and render video as quickly as I can on my desktop PC which has a Core i7 processor, even though the MBA has only a 1.4GHz dual-core i5 processor.
It's a shame the display is so bad in real-world use, because when you look at it in the store for the first time, it looks fantastic.