Here is a review of Daith piercing. Its success appear to parallel success from acupuncture. So, if acupuncture helps your migraines, Daith piercing may be worth consideration. But, as TheYadkin said, the results appear to be 50-50.

Does Daith Piercing Really Work?: First Anecdotal Study of its Kind — The Daily Migraine

For some acupuncture in the upper neck/base of the skull helps. Not all migraines are the same.