Most of the time, it is preferable to stop taking birth control pills altogether than to change it (even if there are all sorts of stories about this or that pill).

Many young women will get their first migraines after they start taking combined hormonal contraceptives. To see the effect of contraceptives on migraines, keep a migraine diary for 3 months before you start taking the pill, then for 3 months after. In any case, make sure you always use an effective contraceptive method.