Have you never been allergy tested? Find out what you're allergic to (and how allergic you are to it). I'm allergic to over 30 things (some incurable, like tree nuts). Environmental allergens were things like dust/trees/weeds/grass/etc. I used to have terrible drainage and coughs and itchy eyes and all that crap for a really long time. I'd get sinus infections and bronchitis and whatever because of it. I started an allergy shot program around 3 years ago and recently had a retest. I went from having ~30 environmental allergens to just 11. Still allergic to dust, a bunch of different grasses, and a handful of trees. No longer allergic to any weeds or most of the trees. It's definitely made a great increase my quality of life but getting shots is a hassle.
Most shot programs have you go twice a week for the first few months. You'll eventually progress to once a week, once every two weeks, three weeks, and finally once a month (maybe. I think this depends on your doctor and whatever program you're on). I did a rush program so I got 16 shots my first day over the course of about 7 hours and started getting once a week shots after that. You can try stopping after a few years but your allergies might come back and then you'll have to start all over again. I'll probably do them forever :/