Allergy shots changed my life. Literally. Probably saved my life, considering the stress that allergic reaction puts on the body.

The only thing to be sure of is that your doctor titrates the antigens individually for you. I would think that every doctor would, in this day and age, but it never hurts to be sure.

If they'll let you give yourself your shots once you're stabilized on a maintenance dose, the long-term commitment is minimal. Yes it's a PITA to get tested and stabilized, but it is SO worth it if you're debilitated by allergies. Medications just don't deal with all the symptoms, and of course being on medication long-term has risks, however slight. Honestly, immunotherapy is the only medical treatment that I'd recommend without qualification.

The other thing is to make sure you investigate food allergies. The tendency toward allergies is innate, particular allergies are developed through exposure, so if you're allergic to multiple inhalants you're likely allergic to foods as well (particularly grains, since you have a lot of pollen allergies). Without being strict about my diet, simply being able to manage my allergic load when the inhalant levels are high, gives me another level of control over my symptoms.