WebMD Magazine - Feature
Allergy shots can’t cure your allergies, but they can really cut down on your symptoms.
The shots are best if you have severe allergies or symptoms that last more than 3 months every year, says Michael Land, MD. They can also help if you can't take allergy medicines because of side effects or interactions with your other medications.
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They are a form immunotherapy, which teaches your immune system not to overreact to allergy triggers. Each shot contains a little bit of your allergy trigger, like pollen. Over time the dose gets bigger, so your body slowly and safely becomes less sensitive to it.
In the buildup phase, you'll get the shots once or twice a week for a few months. Some people start to feel relief within the first few weeks, though it may take several months.
When you reach the most effective dose, called your maintenance dose, you'll get a shot every 2 to 4 weeks for 3 to 5 years. Eventually, you may not need the shots at all, unless you move to an area where the pollen is different.
In most cases, allergy shots don't cause side effects, other than redness and slight swelling of the skin where you were injected. Because there's a small chance that you could have an allergic reaction, you’ll get allergy shots at a doctor's office and stay there for about 30 minutes afterward.
source : Should I Get Allergy Shots?