Everyone in my family gets migraines... all from allergies. But once you start getting them, a lot of things seem to set them off. Its just best, in general, to avoid excessive heat, strobe lighting, beef (!),dehydration, headbanging, excessive amounts of anything, really. Sucks,eh.
I'm allergic to anything with caffein in it, so's my mum, as well as cheese and citrus fruits. My grandmother and aunt also have allergy-caused migraines (hope for the future, my grandmother's have faded with age). So ask around your family and extended family, chances are someone else might have some answers. Also, try cutting out cheese from your diet for a week, if the migraines don't lessen, do the same with caffeine, citrus, etc. Could be that they're the cause. If I'm caught unawares I have motillium with me to combat the nausea, and always take the paracetamol/ibuprofen combo that Lozza mentioned, because nobody ever carries migroleve for some reason. Nothing really works on a bad, bad migraine, but you can make it manageable.
Keep badgering your doctor. If it does turn out to be an allergy, antihystameins (sp) are the works. I take them every day and can eat as much chocolate as I want. Unfortunately, they don't protect against strobe lighting, heat, etc. You can also get these American pills... I forget the name but they're absolutely tiny, white and cost £1 per pill. But they will numb everything in your body. Yippee.
My mother claims she can 'feel' a migraine coming on... sort of a pressure headache and a vague thrumming of some sort. She takes ibuprofen or migroleve and lies in a darkened room, which apparently wards it off. Meh, could work. Good luck.