I used to suffer badly in the spring, even having to go home early from work on occasion (despite taking claratin or zyrtec). I still take a daily allergy pill, but that is now sufficient to curb my allergies.
The downsides are the time and the cost over the course of years. The first 6 months or so, I was getting allergy shots 3 times a week (which also requires waiting in the waiting area for 30 mins). I got a lot of reading done, but it is still a lot of time. It's also pretty expensive (or at least mine is, may have to do with the antigen being custom made for my allergies, I've heard some places have generic "grass" or "tree" vials).
I opted against the shots based on my allergist's recommendations - essentially she told me that if I couldn't commit to the incredibly frequency (at least once a week) and duration of the treatments (several years), it might not be a good fit... particularly because there's always a chance of a severe reaction to the treatments, and no guarantee it'll help.
What has helped, anecdotally, is:
- Diet... my diet has changed substantially in the same timeframe. I was a vegetarian with enough soy intake in spite of an apparent (per testing) late-onset soy allergy. After 8 years I started eating meat again. While adding meat back in, I've also cut out essentially all processed foods, most dairy, excessive sugar, and essentially all grains. There were a lot of benefits - I'm not going to lecture anyone on diet, and I'm hardly a model of perfect health, but this has been a good experience for me. I cook almost every meal, and from scratch - no prepackaged meals, everything starts with fresh foods I buy myself.
- Exposure... while one of my worst allergies has long been cats, about 18 months ago my now-wife moved in with two cats. Before they moved in I was clearly allergic to them - visiting her apt. meant stocking up on drugs, and fortifying myself. It wasn't overnight, but with the initial assistance of drugs to supress the allergic responses, I'm now able to live with these two cats with very rare, if any, allergic reaction. I still react, though less, to other cats, in other homes.
I went from a big lineup of prescriptions to taking a single, OTC pill a day, in spite of more exposure to one of the biggest sources of my allergies.
I didn't have the luxury of double blind experiments, or of minimizing the variables - so I can't swear to which, if not all, of these changes had the greatest effect... but I was able to make a huge change in my allergic responses in less than 2 years.
My girlfriend got a cat (big fluffy persian) and the first few months were pretty bad. Even though the cat was never allowed in the bed I had difficulty sleeping (weezing, difficult to breath). I medicated with over the counter allergy tablets.
Within a few months my symptoms were gone. It's been two years now and I rarely have problems. If I'm away for more than a week, I'll have a few hours of itchy skin when I'm back, but that's it. I can happily let him roll around on my face and I won't notice any negative effects.