I've put this information in a couple of answers, but figured its worth posting.
For those of us who have migraines that result in a great deal of heat in our faces and head, a great heatsink I've found is chillows. These are soft, flat, pillow shaped devices that retain a cool temperature without refrigeration.
They are made of a soft, pliable plastic of some sort with a foam rubber type inside. when water is added to the inside via an external port, putting your face/head on the outside wicks the heat out of your head. If folded over the head, it also cuts out the light. They are not extremely heavy, but when folded over your head, will give some counter pressure.

A friend of mine stumbled onto them over the net a few years ago, and they have provided a lot of relief for me. They won't kill the pain, but they certainly help. They come in several sizes now and can be found easily on the web.

Sam