How about an air purifier with a HEPA filter? That and regular dusting helped me out a lot.

I know the dusting part sounds stupidly simple but I am not very good about dusting. Especially around the headboard area. I have a good gap between the headboard and mattress so dust collects down there. I vacuum that every few months and dust my bedroom regularly, plus use some of the allergen blocking things mentioned above.

I can always tell when I'm late on my cleaning by how I feel in the morning.