I've had them since I was 6, so for 24 years now, and I've been subjected to every known and semi-known migraine cure under the sun. I've been hospitalized about 30 times for the ones that I couldn't handle on my own. There's only a few things that work well to get rid of them.
It's my own opinion that the cause of a migraine actually lends to it's own cure. If you get a migraine from spending too much time in the sun, what works on that may not work on a migraine brought on by stress.
The list of things that can bring them on is virtually endless and vary by person. Alcohol, chocolate, orange juice, extreme heat, extreme cold, sleeping with your head at an odd angle, altitiude/air pressure changes, lack of sleep, too much sleep, etc, etc, etc.
It's not a cure-all, but many of the OTC migraine medications (Excedrine Migraine is my favorite) do a pretty good job of knocking out a migraine, if you catch it early enough.
If it's too late for that, Imitrex in pill form has killed all my migraines, but if you get one of the sick-to-the-stomach puking-your-guts-up migraines, they also make a nasal spray version that tastes awful, but works wonderfully.
But, some things that are good stand-bys are a nice quiet, dark, cool room and sleep.