I have had the same experience. I've had migraines since 1982, and a gluten-free diet has completely resolved my migraines. Unfortunately for me, exposure to Gluten (accidental!) leads to 6 weeks of migraines while the gluten is working its way out of my system again, but at least I know there is an end in sight if I'm very careful during those 6 weeks. If you're curious about an official diagnosis of Gluten Sensitivity, check out http://www.enterolab.com/ - I have no financial interest in this lab, I'm just a satisfied customer.
Gluten & Sulfite Sensitivity, Many Food/Inhalant/Medication Allergies, Asthma, Gut issues (dysmotility, non-specific inflammation), UCTD (Lupus?), Osteoporosis, Anemia, T- & B-Cell Lymphopenia, malabsorption/malnutrition, ?Lyme Disease (Igenex Lab IgM WesternBlot positive), etc.
Meds: Pulmicort, Injectable Vitamin B12, Herbs, Nutritional Supplements, Homeopathy.