I don't think that there are any real clinical trials for the treatment of migraine with marijuana, but it seems that it may indeed help treat migraines, and does not seem to cause them. I've had a serious migraine myself and consequntly will never do some things anymore like drink alcohol for fear of a relapse. Check out PubMed and search for cannabis and migraine. Oh, and I'd just try marijuana by itself at first, to see what its pure effects are.

http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=PubMed