I had to go on allergy shots after we got cats. I was severely allergic. At first, I had to get shots multiple times each week. The doctor than spaces the shots further apart until you are on "maintenance". I now get shots once a month. For me, the shots were much more effective than any pill. I no longer have the long sneezing fits, runny eyes/nose, etc.
Allergy shots have been a life changer for my son. We started about 18 months ago. His allergies had been steadily worsening year by year and he was on 3-4 meds at all times, and still coughing all night long during his peak seasons.
We had him tested and he was allergic to many, many things, including dogs and cats. At least two dozen were severe allergies.
Within six months of the shots, we could see the improvement and he hasn't taken an allergy med for months now. He can sleep through the night without coughing.
He has only had two reactions to the shots (at the injection site only) that forced them to back off on the max dose (he's on maintenance at 3/4 of the typical full dose).
I know they don't work for everyone, and the first few months were not fun (he received two injections 2X a week for about 8-9 months, and they are more painful than other shots), but I'm a huge fan. He's now getting his two injections every two weeks. Eventually, it will be monthly. Then (we hope), he can taper off them completely. I find this infinitely better than multiple meds every single day, year round and still watching him suffer.
Good Luck whatever you decide. It's a definite commitment, but has been worth it for us.