However is really a comparative and shouldn't be used in place of "though" or "although." For example, the sentences "She was very bright. However, she wasn't as bright as she thought she was" should be constructed "She was very bright although she wasn't as bright as she thought she was."
When however is used as a comparative, you get this construction, "However much credit she gave herself for being bright, she wasn't as bright as she thought she was" or similarly, "However well dressed she was, she was unprepared for that cold blast."
Fortunately, most professional writers (42% by survey) revealed that they ignore the distinction and regularly start sentences with "however," making certain they always use a comma for separation.