As pp said, what works varies from person to person. If you suffer with them outside of your hormonal cycle, I would definitely suggest keeping a log of what you eat, drink & do everyday along with how you feel to see if there is a pattern / triggers.
This is what worked for me:
Making sure I am hydrated, taking little sips if one was coming and I felt sick
High dose dissolvable aspirin (900mg - this was advised by a gp). If you try this make sure you've eaten or you'll have an upset stomach
Eating something sugary (jam on toast & OJ are my go to choices).
Dim lights
Sleeping the right amount (for me this is 6.5-7 hours). Too much or too little have the same awful effect.
Get outside for some fresh air everyday, even if it's only a short walk.
Menthol smells (the vicks / Olbas oil nostril things are great).
Gel masks, kept in the fridge - I have lots, put one on my eyes, one on the back of my neck and sometimes one on my chest.
If you suffer hay fever, take an antihistamine everyday to prevent congestion / pressure.
The most important - cut yourself some slack when you feel like crap and if nothing helps, go back to the gp.