are indeed useful for certain types of allergies, especially nasal allergies and sinus symptoms like the kinds you are experiencing. The principle is that gradual exposure to the allergen that causes the allergic reaction can actually help dampen down the body's reaction.
Most of the time, allergy shots are really well tolerated, although they can sometimes cause symptoms. In particular, there is a low chance of having a serious anaphylactic reaction to the shots. This usually occurs in the first 30 minutes after getting the shot. For this reason, your doctor
will keep you in the office under observation for about 30 or 60 minutes after you get the shot to make sure this is not happening to you.
If you do not have any symptoms in this first period of time after shot administration, then it is unlikely that you will have any. Occasionally, however, there can be a delayed allergy reaction hours afterwards. This is not usually as severe as anaphylaxis, but many doctors
still give those injectable Epi Pens out as a safety precaution.
Please talk to your allergy doctor for more specific information about your course of allergy shots and any side effects you might experience.