Many things. If the excellent suggestions made above are ineffective, there are a wide variety of preventative medications that can reduce the frequency and intensity of migraine headaches. These range from seizure medications (e.g. Topamax), to antidepressants (e.g. Elavil) , to blood pressure medications (e.g. Verapamil). Other options include occipital nerve block and Botox injections for refractory cases.
Preventative Treat. Alot of the management depends on the pattern. If your headache is mainly around your menstrual period taking a drug like Frova for a few days before and into your period may help. Abortive medications like imitrex, frova, Relpax (eletriptan) are helpful. If you have headaches multiple days a week you may want to try a preventative medication like topamax. I suggest seeing a neurologist.