[PsYcNeT]

Not a catch-all by any means, but Calgary's altitude contributes to exacerbating sinus headaches and mistaking them for migraines.

There is a significant amount of relief to be found with simple OTC anti-histamines (Reactine, Claratin, etc.) if you tend to feel it most during pressure/weather swings.

I would always try those out before moving to something more drastic.