I want to start by suggesting what nearly all experienced headache patients and neurologists know: Going to the ER for headache problems is almost always a bad idea unless you feel like your long-term health is in eminent danger. Emergency rooms increase your stress levels and the doctors working in them are not equipped with the knowledge and the tools necessary to treat these problems. In the end (in the best case scenario), you end up with a big bill, often unnecessary tests and a load of stress (when you already had more than enough of that). So these problems really lead to an important question that you should be sure to ask your doctor: When things get out of control, what should I do; what are my options?
In terms of preparing for a doctor's visit, it really depends on whether you're seeing a general practitioner or a headache specialist. If it's a GP I'd first ask your doctor if he or she feels qualified and able to treat your particular issue -- and if so, what s/he plans to do.
However, if you're seeing a headache specialist, while there's plenty you can do to prepare, you can expect the office to tell you what you need and the initial evaluation to be lead by the specialist. There's a pretty good article that I found about
preparing for an appointment with an HA specialist @ www.healthcentral.com/migraine/doctors-161942-5.html