I have done the lidocane shots and also steroid shots (I assume you're referring to nerve blocks) and found neither of them to be effective. They would numb my scalp for a few hours, but trigger a migraine that lasted for 3-4 days, and then do nothing to alter my migraine pattern.
I find botox to be very effective. I get it every 13 weeks. I do not get a migraine triggered from it. I get about 9-10 awesome weeks where I have fewer headaches, then slowly, my scalp starts to feel bad again, and I am desperate for botox time to come back around. But it is worth it for the good weeks.
Triptans don't work for me any more either. OR rather, they "work" for a few hours, and then the migraine rebounds twice as bad as it was before. So obviously I do not take them. For infusions, I get magesium, depakon, fluids, and if it's a particularly hard one to kick (and mind you, mine last 5-7 days, so worse than that), DHE and zofran. I do not have any side effects from DHE as long as they give me zofran with it. Not everyone does. You just have to try it and see how your body reacts.