For those who haven't tried oxygen yet, or tried and failed, I'd like to share my recent experiences.  I have a cluster period once every year or two.  The periods last from one to three months.  The headaches occur 1-3 times daily and last 2-3 hours, usually.  Last year I tried Oxygen, as prescribed by my internist.  The provider delivered an oxygen "concentrator" which yielded a flow of 8 lpm.  The oxygen had absolutely no effect on my symptoms.  This year, after reading all the recommendations on this forum, I managed to get a prescription for a 15 lpm valve.  I also got a large H tank and an optimask from life gas.  This setup is definitely helpful, although not a complete abortive.  If I catch the headache early enough, I can abort it, usually in 15 minutes or so.  The headache will return in from 2 to 6 hours when aborted this way.  So if I am not a work, I can abort it again.  By means of using oxygen in this way, I can greatly reduce the amount of imitrex I need.  Instead of a shot or two a day (for me they work in 5 minutes perfectly), I only need a shot every 3-4 days.  Needless to say, this saves a lot of money. My feeling is that a higher flow rate would be even better, because if I accelerate my breathing in order to increase oxygen intake, the 3 liter bag is exhausted before it can refill.  For this reason I know that I could input more oxygen more rapidly with a higher flow rate.

Incidentally, several Canadian pharmacies will sell you the imitrex refills for a discount of 50% or more over US pharmacies.  Good luck to you all!