I have really bad allergies, and I take prescription strength Reactine (cetirizine, 20 mg). Take it at night though, because a) it makes you a little tired and b) that way, it will be already effective when you wake up. Some people like the 12 hour allergy + sinus medications that contain pseudoephedrine (a decongestant) but I don't because I can't sleep at night when I take those, plus while they do clear congestion, they do it by making my nose runny.
I'd consider getting the shots again since they lose their effectiveness. I had the shots when I was a teenager but now I find my allergies are getting worse again. I wish I had the time to get them again, because I don't know how long I'll be insured for.
For immediate relief of really bad symptoms, nothing beats Benadryl but it is really drowsy so don't take it if you have to do anything the least bit important.