A pressurized O2 canister is an unexploded bomb. It will rip a hole in the side of an aircraft fuselage quicker than the blink of an eye. The airlines will not allow you to bring your own. You can contact them and show them your prescription, then ask if they can provide it for you. It may cost you.

If you cannot arrange it, ask your doc for a triptan called Frova. It is a tablet, and it is the long-acting kind.

Contact your durable medical goods provider and ask them to make arrangements to have the requisite amount of pressurized O2 delivered to where you are staying.

Not sure if you use imitrex injectable, I carry them on with me. TSA has checked them out a couple of times, no problem.

Joe

Most O2 suppliers have a "travel plan" to hook you up with O2 on the other end, otherwise a little web search and faxing of prescription should do. I have also been able to get Hotels (fancy ones though) to have it waiting for me.
As for O2 on board, it is possible since they carry it for emergencies. But, when calling you must stress that you do not need continuous O2 (they will flat out tell you that isn't going to happen), that instead you will most likely not need it because of prevent measures you are taking, but an emergency may arise and you want someone on the plane to be aware it could happen. Then bring your own regulator and mask as carry on (E tank regulator) since theirs will most likely not be adequate for CH needs.