Doug,
Studies are mixed on this, and there haven't been very many published. Some were pretty positive about biofeedback; some showed it did little. Overall, biofeedback seems to do better for children than adults and have more impact on tension-type headache than other headaches or Migraine attacks.
Overall, I see biofeedback recommended most often as part of a comprehensive regimen tailored to individual patients. Such regimens include proper nutrition and avoidance of Migraine trigger foods, exercise as tolerated, proper sleep, and medications as needed.
Anecdotally, I have not heard from anyone who is able to use biofeedback alone to manage their headaches or Migraines, but do know of people who use biofeedback when they get a Migraine or headache to help them relax and cope with the symptoms while waiting for medications to take effect.
I suspect, but cannot confirm, that people with infrequent and less severe headaches and Migraines may do better with biofeedback than the people with whom I generally speak. Usually, by the time I speak with someone, they're in a position of having chronic and/or severe headache and Migraine issues.
Hope this helps,
Teri