As a clinician, I just want to add a caution to some of the recent discussions I've read...
First, I am in favor of natural remedies and use them myself. I can personally vouch for the effectiveness of Magnesium supplementation in reducing migraine symptoms for those who have magnesium deficiencies (in other words, the magnesium is not acting as a 'drug' in your system, it is actually correcting a deficiency and allowing your body to work as it should. Which is a beautiful thing!)
My caution is this, all supplements are not created equal. They are not regulated, and so the efficacy of a particular supplement depends on the manufacturer. If you see a seal that indicates "GMP" or "USP" on the label, you are holding a pretty good product.
For more on this: http://www.usp.org/USPVerified/dietarySupplements/
Last, mixing supplement without consulting a pharmacist or physician (that is well-versed products like these) can be dangerous. For example, I've seen people mentioning SAM-e, 5-HTP, St. John's Wort, sleep aids containing things like Valerian/Melatonin etc...most of which have an effect on serotonin levels. Used in conjuction with each other or other meds such as triptans, narcotics, SSRI's, MAOI's, or even dextromethorpham (robitussin DM etc) can potentially lead to conditions such as serotonin syndrome. So please make sure that you get reliable information before taking new products, and the ok from hoever prescribes your medications. If you want to take it a step futher, you can always discuss possible interactions with your pharmacist.
Just concerned for my fellow migraineurs! Lord knows we don't need anything else to worry about