If I can feel it coming on, I can usually take 600-800mg of Ibuprofen and down a caffeinated drink and it'll take care of it.

If I don't catch it early, where I get one when I'm sleeping, I skip the Ibuprofen and down a Coke, grab a blanket, and lie down near the bathroom. Sometimes that will work, but if not, I'll wait until I throw up and then take 800mg of Ibuprofen. If it's really, really bad, I'll put a heat pad on the back where it originates (back of my neck, on the right side, right at the base of my skull) and cover my right eye (the pain will start at the back of my neck, go up the tendon, then over my right eye and then through my jaw).

It sometimes helps to go sit in a hot shower with the water on my neck with the lights off. This will sound weird, but I just move around, putting pressure on different spots of my neck and eye until I find a spot that "makes it feel better." This probably doesn't actually help, but it makes me think it helps.