I have migraines, and my neurologist recommended vitamin supplements which seem to have solved my problems virtually completely.
Magnesium (Mg) and Riboflavin (B2) have worked wonders for me. They're pretty cheap, they have no side-effects (unless you OD on them), and they have worked for me. It might be worth a try. I researched it before I took them, and the research bears out his recommendation. Google it if you have questions.
Too much Mg can give you <ahem> intestinal distress <ahem>, so I make sure not to overdo that. (It takes quite a bit to cause problems.) But the only side effect of too much B2 is expensive urine: it's water soluble, so you really can't overdo that.
It might be worth a try...with a caveat emptor and the note that I am NOT a doctor, nor do I play one even on the radio, so proceed with caution!