I just had one of these back in Sept, becuase I'd kept getting migraines also. I had an open MRI. They asked me if I was claustrophobic, and I told them I wasn't sure, so they said they'd give me open just to be safe. I wore jeans and a top. All I had to remove was my top (and I think bra, can't remmeber...), and wear a gown with my jeans. The tech was really nice, and she covered me with a blanket to keep warm. It lasted about 1/2 hr or so, and she would let me know when she would start a scan and how long it would last, usually about 3-5 min each, and she said if I needed to move (like if I had an itch or something) I could between scans. All in all, it turned out to be a lot less dramatic than I was expecting!
Here is a pic of the type I had:
They just slid me in there till my head was in. (Hope that makes sense!)
Good luck! BTW, migraines are much worse that MRIs.