Regarding umbrellas in Vancouver I will have to respectfully disagree with TakeruK. Everyone I know gets a lot of mileage out of their umbrella. I would say that the rain in Vancouver, though not as inclement as, say the "East coast" can get to downright torrential levels at times.
Regarding migraines, my mom gets them and she has lived in Vancouver as well as several locations in the interior of BC and she said there was no difference in the number she got in Vancouver vs. elsewhere, however, I suppose it all depends on what triggers your migraines, so perhaps for her weather just isn't a factor.