For migraines, after trying several over-the-counter remedies with limited success, I finally went to the doctor and got a prescription that works consistently. I also worked with the doctor to get a couple of other issues under control that, in some people, can be a migraine-trigger. Thanks to that combination of steps, I rarely have migraines anymore (THANK GOD).
So my first recommendation is for anyone with medical symptoms to have a word with their doctor. The symptom itself might not be the real problem -- things like migraines could be a warning that something else is amiss, such as high blood pressure.
Now, in a case of, "Well, I can't teleport myself instantly into the doctor's office, and I need some short-term relief. What shall I do?", I can say that I've found amethyst to have pain-relief properties.
Migraines are horrid. I hope you feel better.