This might be of some help to someone. As with Vita-Man, this first suggestion requires that you catch the headache early on, before it's become full-blown (although it sometimes HELPS even then). For me, at least, it stops it in its tracks.
Sit on a hardback chair, feet on the floor or ground. Bend over slightly and put your elbows on your knees, and your fingers on the OMG points ("oh my gawsh"). Pretend the top of your head is a hat, and that you want to push it up--push gently, but firmly UP. Now do the same, always pushing UP towards the top all the way around to the back of your head; at this point, allow your head to slump over a bit as you push UP here. Now return to the OMG points and just rest your fingers there gently. It can be repeated two or three times if you like.
The second suggestion usually helps even if full-blown. You'll need help for this one. Lie back on a recliner, bed, or massage table, and relax. (The relaxing part is important.) Have your helper take hold of your two big toes (it can be done with socks on or off, but obviously not with shoes on), making sure to make conact with the bottom or underside of the toes. No rubbing, no pressing, just holding. Be patient--sometimes this can take a half an hour to 45 minutes; usually you will feel it start to lift in about 15 minutes, but wait until it's nearly totally gone before returning to your daily routine.
I am especially fond of these because they require NO meds, and most prescription and non-prescription pain meds are pretty much poison for my system. They are simply not an option for me unless it's a life/death situation.
ONE other suggestion that I sometimes use--but it's not quite as effective--is to use one of those sound/light machines using a theta or delta setting. This has sometimes interrupted an emerging migraine, but I prefer the other two techniques listed above.