What's a simple, cheap treatment for my cluster headache?

Ibuprofen: The first line treatment for this type of headache is ibuprofen.

Diet: Avoiding certain foods that trigger headaches, for example foods with nitrites such as hot dogs could help. Rest is also helpful and inexpensive.

High flow Oxygen: It turns out that 100% inhaled oxygen is reasonably effective for turning off cluster headaches for some patients. The problem is having a tank available. Many people keep the tank in their bedroom. Most insurance companies will gladly approve this therapy instead of more expensive of medications.

Simple treatment: Get adequate sleep and avoid stressful situation if possible.