I can certainly sympathize!
I take amitriptyline daily to prevent migraines, that reduced the frequency of mine dramatically. I also take topamax daily for prevention, and maxalt when one sneaks through.
Silly as it may sound, I've even had one or two go away with powdered aspirin (sold under the brand name BC Powder, and a few other brand names) followed by a cup or two of VERY strong tea (regular Lipton or Tetley) to which I've added too much sugar and too much lemon. (It doesn't always work, but it sometimes does!)
I've also met massage therapists who claim to be able to get rid of migraines, as well as a few acupuncturists.
You may have already tried any or all of those, but since you didn't mention what specifically you have tried, I figured I'd mention what I've heard of that works. Good luck, migraines are NASTY!