I've learned not to try to wait out a migraine, once it becomes full-blown. What is the point in suffering needlessly for days, hidden in the dark, under the bedcovers? I don't know about you, but when my migraines get that bad, I have this irrational feeling to slice my wrists open, not to kill myself, just to release the pressure in my head. I've never resorted to this, and I can identify it as an irrational thought.
Emergency treatment is definitely the way to go, but if you go to the ER, your treatment can very tremendously, depending on what kind of doctor you get. Most are very agreeable, and will even ask you what kind of treatment you usually get. I usually get a shot of Dilauded and Phenergan. The critical point is not to let the doctor leave saying that "the nurse will be back in with something for your pain." You need to nail them down on what they plan to give you before they walk away, and if it isn't acceptable(won't work for you) you have to convince the doctor to give you what will work for you. You have the right to state your case to the doctor when you still have opportunity to do something about it. I learned this the hard way. One doctor decided that I was just a "drug-seeker" and the nurse gave me a shot of what I later found out was Benedryl, and put me on oxygen for a half-hour. Needless to say, it did nothing toward making my migraine go away. The doctor thought he would pretend to treat me, he would "treat me and street me" to get me out of his hair. Buttmunch. Now I carry a medical directive from my doctor, instructing the default ER doctor how to treat me. Simplifies things greatly. I will only go to the ER during slow hours, early morning if possible. Weekends are awful, but you may not have any other options. I'll go to my regular doctor's office, except on Monday mornings, or when it's closed, I go to one of those walk-in clinics if it is primetime at the ER. The least amount of time I have to spend around sick, noisy people, the better.
Hope this helps.