When it comes to treating migraines, the best offense is usually a good defense. Alexander Mauskop, MD, Headache Specialist: We don't want to chase every headache. We would rather prevent the headaches and lifestyle changes are very important. For migraine sufferers, it's very important to go to sleep at the same time and get up at the same time. They have to eat on time and they have to hydrate themselves and very, very important to exercise on a regular basis.