That is a serious mess-my sinuses cringe at the thought! My brother-in-law gets an allergy shot in the spring to cope with tree pollen. I usually just take an OTC allergy pill to cope, which works well enough.
caribouken: I've been doing the immunotrherapy routing for a few years. Right now I get two shots every other week. It has helped. Luckily at the moment, trees aren't my biggest problem, grass is.