Well, I had allergies off and on, and when they were on they were horrendous, and I tried all the things that were available at the time that I was into drugs (of the medical sort). The only things that worked only worked b/c they caused me to pass out so hard I wouldn't have known if I started to sneeze.
I did allergy shots for a year and they did zippo. As a mid-teen I was giving myself 3 shots, 2 times a week, b/c the office visits w ere too expensive. When they did nothing, after that year, I stopped them.
Finally my mom dragged me into her chiropractor's office. The chiro "did something" to my neck and middle back (and also something to my knees, but that's not inside of the scope of chiro or chiropractors everywhere). And by the next day? NO allergies (and no shin splints, either). Gone.
They pop up every so often...I ended up becoming a chiropractor, partially b/c of the miraculous way they changed my life. While in school I went into a heavy "healing through past stuff" phase and had possibly the worst back pain and allergies of my LIFE, but then moved through it, and now I'm rarely allergic. It's pretty cool.
After graduation, my diet was still sort of "junk food vegetarian", and the only way I became absolutely free of allergies was to go vegan. I've had dark circles under my eyes all my life, and those are pretty commonly known as signs of a dairy allergy. They sure are to me. So I would go vegan for a couple months, and 4 weeks into it I'd drop weight, lose the dark circles, and stop being allergic...dairy would creep back in, and so would the other things.
But now that I have a much nicer diet, even though the weight is on in full force, I'm not allergic and my circles aren't horrible (unless tired) anymore.
So for me, diet and chiropractic are the biggest helps to me. Acupuncture is also quite brilliant, though I've had a hard time finding a brilliant acupuncturist the last few years.
Good luck!