Frontline also works on ticks. Revolution is even better, killing ticks, ear mites, and the mites responsible for that itchiest of skin conditions, demodectic mange. Revolution also replaces heartworm preventive. Use antihistamines cautiously with epileptic dogs, and those with glaucoma and heart problems. Don't use with pregnant animals.
Vets favor steroids such as prednisone in the form of pills or shots.
They're cheap, and usually effective. But they have very bad long-term side effects, including damage to various internal organs, and incontinence. Use steroids only occasionally, then wean the dog off them by skipping days. This helps restart the dog's systems. For pollen allergies, allergy shots can be effective for many, but not all, dogs.