Giving up caffeine is an arduous task that should not be taken lightly. Particularly not if you are a hardcore user; if you consume an average of two or more litres of soda each day or more than a pot (10 cups) of coffee, you may want to set aside a couple of days, as kicking caffeine is a bumpy ride.
There are two different approaches to removing caffeine from your life, at least, two that I know of. Feel free to add your own methods.
Method 1 ("Reverse Engineering")
My psychotherapist recommended this method, though it was not the one I chose (see below). It involves a slight degree of self-trickery, and is probably the less painful of the two methods.
If you are a Coke (et al) drinker, continue to drink regular, caffeinated Coke, as usual. Start cutting your servings of Coke with Caffeine Free Coke, in increasing amounts over the course of a month or so. Start out with 3/4 regular, 1/4 caffeine free and go from there until you're down to all caffeine free and no regular. This should reduce withdrawal effects if not eliminate them altogether.
Do the same with regular and decaf coffee or tea. If you're drinking a case of Red Bull a day, try manacles.
Method 2 ("Electroshock Therapy")
This is the method I chose to inflict upon myself. It is not pleasant. This method is, of course, quitting caffeine "cold turkey." Generally, this involves some rather extreme headaches, lack of energy, lack of alertness, bloodshot eyes, and some not-unmanagable longing for a caffeinated beverage. I quit caffeine on a Friday and spent the weekend alternately asleep and rolling around in bed with a huge headache that seemed to be spread over the entirety of my cranium. Even my nose hurt. I went from drinking at least a 2-litre bottle of Coke every day to no caffeine at all, so unless you are as addicted as I was, your withdrawal symptoms will probably vary.
Once you get past the withdrawal period, you should begin feeling better, or at least, that jitter in your leg will stop, you won't walk so quickly, and you won't have to pee every 20 minutes. Another rather large bonus is that you will almost certainly sleep better, and the risk of having a heart attack at an early age (<30) is reduced.