I’ve probably had dozens of sinus infections. This is partially related to my genes; I got some good ones, but sinus problems and severe allergies run in my family. I ended up with both, with the result being a cycle of allergies triggering infections. In fact, I’ve got one now (receding thanks to Zithromax), which got me to thinking about what they were and what caused them.
First, its important to understand the anatomy of human sinus cavities. The term “sinus” is a general one meaning “pocket” or “cavity,” but in this case refers to a number of air-filled spaces in the skull (shown in the diagram below).

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The frontal sinuses sit above the eyes, behind the forehead. The maxillary sinuses are behind the cheekbones, the ethmoid sinus is a small area within the ethmoid bone between the eyes, and the sphenoid sinus is in the sphenoid bone under the pituitary gland. The sinuses are linked, and are lined by mucous-producing goblet cells. Mucous, although considered “gross,” is quite important in maintaining a clean and infection-free sinus. Air comes into the sinus passages through connecting passage-ways, and if any of these passages become blocked or narrowed, infection of the inner spaces can occur since the mucous inside can’t drain out. For example, allergies can cause inflammation which would lead to narrowing of passages. 
The lining of the sinuses are covered in cilia, small hair-like protrusions into the air- and mucous-filled space and serve to move mucous (and the pollutants/debris/etc they catch out of the air). These cilia can be damaged by all sorts of things, from air pollution to cigarette smoke to a lack of humidity. Damaged cilia means stagnant mucous, and thats not a pleasant or healthy thing (easy infection target.)
A counter-intuitive piece of info is that a sinus infection (sinusitis) can be a follow-up to a viral infection. The virally-damaged tissue becomes vulnerable to bacterial infection (Haemophilus influenzae, Strepococcus pneumoniae, Moraxella catarrhalis, Staphylococcus aureus are most common). Other causes can be a fungal invasion, which are most often seen in immuno-compromised patients and can be quite serious if left unchecked.
A doctor (ENT, preferably) can tell you whether your sinus infection is caused by bacteria or a virus. If its bacterial in origin, there’s a wide range of antibiotics out there, but my usual suspect is Zithromax as its fast, effective, and only consists of 4 pills to take. There’s also a recent generic available, so cheaper is better too. Nasal irrigation with salt water is another way to prevent sinus infections and isn’t nearly as bad as it sounds.