migraines and IUD's

Nicole • Age: 22
So, currently I am taking the pill form of birth control where I get my period once a month. But there is a problem with this method for me. Once I start my placebo pills the lack of hormones is too much for my body and I get absolutely insane migraines. I mean like I'm crying and puking because they hurt so much. So I'm contemplating maybe trying a new method of birth control, probably an IUD, where I get my period only every few months so I don't deal with these migraines as much. Has anyone done this? Or does anyone have experience with menstral migraines and has found a way to make them better? HELP.