Caffeine is supposedly most effective if taken prior to the onset of the migraine. I've found caffeine helps me both before and during a migraine, and since it's relatively innocuous, starting taking caffeine early the day you know you are going to have a migraine may reduce the effects. Ultimately, though, the best thing to do is wait until you see the neurologist, as they're not something easily self-treated, there's a lot of variation, and many new treatments have been developed. About 10-20 years ago, I started Depakote as prophylaxis for migraines and it worked wonders; I only had a few bleed-through migraines a year while on Depakote. Due to a toxicity condition which developed, I had to stop that treatment. After that, I finally did what I should have done earlier, and went to a neurologist. He prescribed a half dose of a blood pressure medication. This provided some symptom relief, but not complete cessation of migraines. After a few months on the medication, my GP prescribed more blood pressure medications due to developing problem with hypertension. With the addition of additional anti-hypertensive medications, I am once again migraine free. In the last year, I had poor compliance with my medication, and after a few weeks of non-compliance, my migraines would come back. If I'm regular, I'm migraine free.
So, I think, ultimately, you should invest your energies in working with your neurologist, both for topical treatment and prophylaxis, and not spend as much time experimenting with potentially dangerous self-medicating.