long but a few ideas to help
I am allergic to many things including grass, pollen, dust, mold, tress, soy, wheat, dairy, fish, sheel fish, tree nuts and peanuts to name a few. I have been for over 10 years. I also have many relatives including immediate family memebers with allergies. I get everything from puffy, red, dark cirled eyes to hives, to antiphaltic shock reactions. Basically i have alot of experience with allergies.
My advice from what i have learned and seen is to try a variety of methods to see which works best for you. Traditional medicine tells you to avoid your allergens. Obviosuly this is not possible in all cases. To minimize hives before i run especially outside, i take claritin. i have also tried zyrtec before but that makes me incredibly sleepy. Most products such as sudafed stop your post nasal drip, but that can lead to drying up and sinus headaches.
Always try to shower after you have been exposed to the allergens, and change and wash your clothes. The best is to wash them on hot/cold cycle no matter whether it is light or dark. try decongestants too. Eucalyptus works to help clear sinuses, so does steam. Not sleeping on your stomach helps to drain them as well, and helps reduce puffy eyes. Mega doses of vitamin C and baking soda works to neutralize your system after an allergic reaction has taken place. I put ice packs on my head and sinuses to help with swelling.
The more you are incontact with your allergens the worse you get. If you simply take meds to surpress your symptoms you won't know what you are allergic too. I used to break out in hives 5 times a day. I say don't use the shots, just use an anti-histamine when needed and then treat your symptoms other ways. Less meds means less stress on your body, and making it easier to heal.