It's pretty much a necessity to get in to a neurologist. For average migraine sufferers medications like sumatriptan and the ilk will often help quite well as they are pain relievers designed for migraines and can be taken at onset. For those with frequent migraines (1-2/wk or more) and/or complicated migraines a preventative may be used. These are usually in the brain-altering type of med families like anti-seizure, anti-anxiety, anti-depressant. It's just difficult, with the side effects, to find the right match for a person.
The anti-depressant route just may not be good for me given the reaction to even a low dose of one. I felt like crap, shaky and "off" the 3 days I took it. Now, first day off it and I feel the best I have in a while now.