Thrilling. Good for you for hanging in so well!
When you get the prescription and you know who the oxygen supply company will be, I strongly recommend that you call before anything is delivered to you, to be sure they understand what a CH patient needs. Most of their customers are folks using low-flow O2 and nasal cannula, maybe from a concentrator (a machine that makes O2 out of room air), and they might try to give you some or all of those things. Your prescription is fairly likely to specify 15 lpm and a non-rebreather mask, and those are things you want (if you can get higher lpm or even a demand valve system, that would be great, but unless they're prescribed, you probably won't get them). The prescription probably won't specify how many tanks and what sizes. You will want at least two tanks, at least one large one (an "M" tank or an "H" tank), and at least one smaller one for portability (most likely an E tank). As I mentioned in a previous post, these different size tanks require different regulators. It seems safe to assume they will know that. As I also mentioned previously, you will want some kind of stand to hold your O2, preferable a rolling one.
You might get by fine with the standard non-rebreather mask (you will want to modify it a little by blocking the circle of open holes there might be, and by cutting the strap so the mask falls off if you fall asleep). On some masks the circles of open holes have a gasket behind them. You don't have to mess with that. But on many, one of the circles is just open hols. You block it, with tape or with your thumb, so that when you inhale you aren't getting any room air. You would be wise to order the "ClusterO2 Kit" mask, which is specifically designed for people with CH. http://www.clusterheadaches.com/ccp8/index.php?app=ecom&ns=prodshow&ref=clustero2kit
Finally, when they deliver it, have them set up the large tank and show you how to use it (if they know -- they might well just be delivery people). But at least make sure it works. When my daughter's first medical O2 was delivered, they didn't tighten the regulator or provide her with a wrench, so we had to run out and buy a large wrench before it would work properly.