All of these medications require a prescription. Steroids are very effective, but can have serious side effects with chronic use, such as cataracts and glaucoma. They are useful in severe cases. However, they may not give immediate relief. For this, an anti-histamine is most effective.
All types probably work equally well and are safe to use as needed on a chronic basis.
Of course, seasonal allergies are not just an ocular disease, but usually involve the entire respiratory system as well. Thus, systemic treatment with oral anti-histamines, inhaled bronchodilators and nasal sprays is usually required to make the patient comfortable. That is why your primary care physician is first person to turn to for relief from symptomatic seasonal allergies.