I have added CoQ10 to my daily regimen. I had heard about it being used for migraine prevention, so I asked around on the migraine forums and received some positive and some neutral feedback about it. It is also good for the heart, so, I figure, if it doesn't help for the migraines, at least it has other benefits. And it's better than choking down Fish Oil pills. I have yet to find one "with no fishy aftertaste" as they all claim.
Check this article out about Co Q 10 and migraine prevention: http://www.helpforheadaches.com/articles/CoQ10-Migraine.htm.