Depakote has helped a lot with my headaches. I take 500 mg/day, with an option of increasing to 1000 mg on bad days. I tried going up to 1000 mg/day, but it gave me incapacitating fatigue (a pre-existing problem that was exacerbated). I've been on it for about 2 years and it still seems to be helping.

I should note that I've also tried vision therapy, vestibular rebab (via a PT), cranio-sacral therapy (from two different practitioners), regular massage, two different chiropractors (one NUCCA), and Gabapentin. Depakote has helped my headaches more than did any of these other forms of therapy. Icing helps too, though sometimes my headaches are tension-based (eyes and temples), in which case it helps more to apply heat. Sometimes I alternate between heating and icing.

A good trick for heating and icing is to take a few tube socks and fill them with plain rice. If you heat up a rice-filled sock in the microwave, it will retain its heat for quite awhile, and it's easy to distribute it evenly across the area you want to heat. I find that the weight also feels good. You can reheat a sock again and again without destroying the rice or the fabric. I also keep two of these in the freezer for icing, but the freezer has to be set to a very cold temp to get the rice cold enough.