I take coQ10 daily for migraines. Although I still get them the amount of them has been reduced by about 50%. Clinical trials have found coQ10 to be effective at migraine prevention. Research was released in 2004 by American Academy of Neurology. CoQ10 can be found at any health food or drugstore.
I also use Oxygen as an abortive for cluster headaches and have found it to be helpful for migraines and hangovers. I keep an oxygen tank next to my bed. You do need a prescription from a doctor for oxygen. Oxygen is actually the recommended treatment for cluster headaches for an acute attack.