zaza: Welcome to Healing Well. I saw your post and can totally relate. When my migraines started (last June), they were almost the same as yours. I would go to bed perfectly fine and then start dreaming that either someone was hitting me in the head with steel pipes or that someone was shooting me in the head. I would then wake up vomiting and with a severe, horrible migraine and felt like I had a hot fireplace poker sticking in my eye. I have spent the past year and several months in constant contact with my neurologist and with trying different medications. My migraines are happening less but the severity remains about the same. I truly believe the migraines would still be happening constantly except for all the "pre-treatment meds" the neurologist has me taking. I now take my abortive meds at the first sign of a headache or when I know the barometric pressure is predicted to change. I also take the abortives after working all night and before I go to sleep. So far, I have been able to control the headaches pretty well but have still ended up in the ER about once a month. Usually, this is because I have chosen not to take my meds to see if "they are really working". Stupid, I know!
One difference that I see between what you are suffering with and what my headaches were doing is that once I was able to get to the ER and get rid of the headache, I would be headache-free for several days. I have never had the day after day headache like you and others seem to have. Now, if I didn't go to the ER and get meds, maybe mine would be continuous - I am just a wimp and can't deal with the vomiting, light sensitivity and pain for that long - especially knowing that if I go to the ER, I can be over it in 3-4 hours.
My recommendation is to get an appointment with a good neurologist who deals with headaches. Sounds like to me you might need preventative meds, abortive meds and rescue meds but a headache specialist would certainly be able to evaluate and treat you better than anyone.
Good Luck!