I think that it depends on the person. My doctor has told me that caffeine would actually help make the migraine go away. Caffeine opens the blood vessels in the head to allow for more blood flow, which helps the headache go away. However, warm tea can do the same thing.
Of course this cannot be said for everyone, but I was simply offering advice as to what has worked for me and people that I know. Excedrin has been the only medicine to work for me since I have been getting them at 13.
If you find that one method does not work for you there are others available. I hope that something does help to ease your head.

Jessica