Homeopathy never worked for me, at all, for anything. I have a box full of those little bottles of pills.
Allergy shots stopped my nose from running, and clogging at night, so I could sleep, and that means a lot to me.
I also personally know 2 nurses who get shots where I do, (actually, they convinced me to) for allergies that were worse than mine, and for asthma. They're fine now and were able to stop the inhalers and drugs. One said she tried stopping shots after a few years, but her allergies came back. It's been said that after 4-5 years it's possible to get rid of allergies and asthma with immunotherapy.