Don't want to step on anyone's toes, but our whole family suffered from simple and/or chain migraines. Through a series of coincidences we came across an acupuncture therapist, a Chinese lady, educated in China. My wife and I didn't originally go to her for the migraines, but rather for other things. My wife for arthritis pain and me for back pain and numb feet due to idiopathic polyneuropathy (which has now swung in the the other direction to over sensitivity, while still being rather numb, but better than before acupuncture).
During the course of the session, I mentioned to the therapist one day, that I had a horrible migraine and she set a needle in the webbing between my left thumb and index finger. It hurt like hell - I actually slammed her on the wall of the room unintentionally from the reaction. The long and short of it is, that I still do get migraines, but only once every couple of months. My wife heard of this, had a couple of sessions with the same point being stuck and she's pretty much migraine free.
My daughter went to her for allergies and for then for migraines. She ended up doing her senior high school thesis (we live in Switzerland - different school system) on a comparison of western and TCM migraine treatments. She still gets them once very 4-6 weeks, but no chain migraines anymore. She's finished medical school here and is starting her first resident job at a local hospital in 10 days.

It doesn't work for everyone, but then again, what "normal" western method does. I think it's important to find a therapist who knows what he/she is doing. Not always easy.