Encasing your pillows and mattresses in plastic mite-proof covers can drastically reduce the number of the little buggers you inhale while you sleep. Get all-cotton, easily washable bedding for yourself and your dog. Simplify your decor. If you're allergic to mold, you may want to get rid of or reduce the number of indoor plants - their wet soil releases mold spores into the air. Lots of dusty knick-knacks can also aggravate allergies.
Wood floors are easier to clean than rugs or carpets.
Consider using a freestanding HEPA air filter to clean the air in the rooms where you and your pet spend the most time. At the very least, don't let them share your bed. Set up a separate sleeping area for your pets. For your dog, a good natural diet can keep her skin healthy and reduce both shedding and dander. Regular grooming keeps dander and fur under control.