Disclaimer: I am not a doctor or medically trained in any way. Just a lifelong sufferer!
Valium - 
@ NHS. Also @ private health care. We are the in between. It's not a good place to be. Our wait times are unheard of. It is horrible. We don't have "service" of any kind. Lots of people where I am go to the US for treatment if they can afford it.
In terms of migraines, mine are pretty bad, passing out, vomiting violently, etc., (sorry if TMI). So I don't know what they typically give out, but I've tried everything they've wanted to try on me. For the last fifteen years I've been dealing with one of the best neuros in the country, a researcher who also has them himself, and knows I'm a willing guinea pig.
Imitrex, which I mentioned above, is a sumatriptan. They work to some degree in the majority of people with migraines. Unfortunately a few of them = a mortgage payment 
, so I save them for the very worst ones. You can also get this in a nasal spray, which is cheaper but does not work for me personally.
As mentioned, I take that with indomethacin, which is a strong pain killer, an anti-seizure medication and an anti-nausea med. If taken all at the same time, they help me.
Alternatives....well, firstly I wear something called a migra-cap. You can find it online. They are expensive and worth every penny. Anyone who sees you in this will likely take pictures and blackmail you for the rest of your natural born life. It is a tight fitting, spandex like hat going down to your neck (also covers your face and has a nose-hole, as well as a lovely hair-hole at the top), with built in cold gel packs in all the right places and pressure spots. It stays cold a long time and is a wonderful relief while it's on.
Lots of things with no success: FeverFew (herbal supplement) as a preventative (works magic for another family member though), acupuncture, accupressure, massage therapy, chiropractor, SSRI's (selective seratonin reuptake inhibitor, count on significant weight gain with this), beta blockers, amitrypteline (warning:antidepressant)
I have not tried: botox injections, calcium channel blockers, or the new surgery they can do on the blood vessels in your scalp.
Other crazy things I do that DO help sometimes -
I have a copper thing that looks like a tarantula that you scrape on your scalp
Hands and feet in the hottest water you can stand with an ice pack on your head
Very strong black coffee with any painkiller that has codeine
Pressure on my head on the side that hurts (would not recommend anyone try how I do this!)
The most helpful things actually though, were keeping a migraine diary of EVERYTHING for almost a year, and learning my triggers (even though mine are unavoidable, at least I know what they are).
Oooh this is getting so long, sorry!