What is the most effective way to get rid of a migraine headache?

What is the most effective way to get rid of a migraine headache?
I’ve tried Excedrin migraine, but it doesn’t seem to work for me. Any advice?
Do caffeine pills work just as good as drinking something with high caffeine? Since I don’t like either soda or coffee.

There are losts of good answers, but the best answer:

Answer by btrue2u04
I put ice on my forehead and it helps.

Add your own answer in the comments!