Riding from the shots - I think as long as you don't over-do it you're fine. There's riding, and there's riding. No one tells you that you have to stay in bed for an hour after the shot, and in many places you can ride and keep your HR below zone 2 or so. Of course that would depend somewhat on local conditions - some places the traffic is such that you're standing and either sprinting or coasting the whole time; other places you're just going to have to climb a steep hill that will max out your HR; and if it's like that, then it probably isn't the best idea.

Whether it's worth it - I think you can't know until you try it, really give it a serious shot and see how much better you do or you don't feel. That's how it was for me with the food allergies. I'm allergic to lots of foods, but I don't have any life-threatening allergies and I don't have anything major like celiac disease. I was strict with my diet for maybe 3-4 months, and by doing that, I learned what I needed to know... which is that I felt probably 30% better, and it was very significant, but that it also added probably 400% more hassle into my daily life. So for the long term, I basically manage my food allergies, and I'm much more strict about my diet when inhalant allergens are high.

And as far as running the AC and putting clothes in the dryer - that's entirely an individual judgment call too. For myself, partly I loathe the dead air that comes with AC, but mostly I put the world's collective health above my individual sneezage, so I still hang my things on the line and leave the windows open. But it depends not only on how you make the moral judgments, but also on whether it's more than sneezage for you when you're doing the other treatments. So again, I'd say give it a try and see how you feel both physically and emotionally.