There are a number of cluster headache sufferers who have made the leap to using psilocybin (magic mushrooms), LSA - a derivative of LSD obtained from crushing and consuming certain flow seeds, and even LSD. There's strong medical evidence to support the effectiveness of these methods (click on LSD, Psilocybin, Seeds in the tag cloud to see studies) and there are many who swear by the approach. The fact is, it's illegal and it certainly doesn't go well with careers that frown upon such things, but at what point do you make the call to give it a shot?
I think for many, it's when you've exhausted the traditional routes but are still suffering. Even then, it's a big leap. -Chris