I don't get them very often, but always not fun at all. I get one of the 'classic' kinds, and there are completly different from a regular headache.
I get some warning, and I try to get to some place quiet, cool and dark. I can often stop them from that. A cold rag on the back of the neck and/or forehead helps too.
A bit of an alternative things smelling some Essential Oils but it can really help me. I find Peppermint or Mandarin (sort of like orange, but orange doesn’t work for me) sometimes work. I also get a blend of peppermint and some other stuff that helps too - it's called 'Peppermint Jubilee.' Sometimes I can stop it from getting worse with these botanicals. I haven't found any others that help much.
Also, my Doctors tells me that many people use Cannabis aka Marijuana for relief. If you live in a state or region that allows it, it might be worth a try.
Also, watch you sleep and eating patters before they happen. Sometimes irregularities can start an imbalance that lead to a migraine.
They are rare but unpleasant. One of my brother’s gets them too – and you can just see it in his face when he is in one. He looks like a Zebra on a documentry, where the lion are biting and has the 'just get it over with already' look. It's just so sad.
Good luck.