I have lots of allergies, too, but they've lightened up since I quit eating all dairy, and wheat. Since you have had or are taking allergy shots, you must have had tests for food allergies and that's a begginning. Eating more raw foods have also helped me. I'm not allergy free, but it's better than before.
i don't know how extreem you want to get, but "Dying to Get Well" may be of help, too. Sorry I don't have a site to go to, but you can google it and find it.