1) Start with antihistamines - Get Zyrtec or generic equivalent. Cetirizine is effective, inexpensive, and relatively low side effect. If Zyrtec makes you tired, Allegra is next on the list. Claritin has almost no side effects, but unfortunately it is not as efficacious as other antihistamines.  If Zyrtec doesn't help your allergies, you can be sure that Claritin won't either. No antihistamines help congestion much, they help the sneezy, itchy, runny, symptoms most. Antihistamines are OK to use routinely and can be used for long periods of time without losing effectiveness. Another OTC antihistamine that is worth trying is Chlortrimeton, especially if you can find time release tablets.   It is an older generation, it can have more sedation, but it is more effective in some cases.

2) Steroid nasal sprays- Multiple brands are available.  There is little or no difference in effectiveness between the different types of steroid spray.  They are generally safe, inexpensive, and more effective at relieving the nasal symptoms of allergy than are the antihistamines.  They can be used with antihistamines but several studies show that adding an antihistamine to a spray is no better than the spray alone, for nasal symptoms.

3) Oral decongestants- Almost all of the allergy and sinus medicines available over the counter have pseudoephedrine or phenylephrine in them. (pseudoephedrine is prescription in Mississippi)  These are basically the only two oral decongestants available. I do not think that this type of medicine is appropriate for routine frequent use. Both almost always interfere with sleep if taken in the evening and can raise blood pressure in some people. Their useful effects may diminish with long term use. This medicine is helpful for acute flare ups of allergies that are expected to have a short duration, like ragweed pollen blooms or one time exposures to mold spore or pet dander.

4) Spray decongestants- OTC sprays like "Afrin" and "Neo-Synephrin" can be very helpful medicines, but they must be used correctly. These are the types of sprays that people can become "addicted" to. Its not really addiction, but after too much use you get a cycle of swelling when the spray wears off, so you need more, ect...it is called the rebound phenomenon. These sprays are the most effective medicines for decongesting your nose, period. If used for only 3 days in a row, there is little chance of the so called rebound phenomenon occurring. They can be used longer if you limit the use to one side at a time, and only use a little bit, and only when you really need it. I would guess that one could use 4 to 6 sprays a week, even for long periods of time, and not develop rebound. That’s not enough to keep prominent symptoms down, but can be very helpful if you cant sleep because of congestion occasionally. These sprays usually do not interfere with sleep like the oral decongestant do, and they only rarely will affect blood pressure.

Also see the dedicated section on treating allergies with OTC medicines for more details. 

A healthcare professional can prescribe various medicines that are not available OTC. 

The most important of these are the steroid nasal sprays. Look for this category to be available OTC in the near future. Steroid sprays are more effective at relieving congestion than antihistamines and they have less side effects than decongestants. If you see a primary care physician, encourage them to prescribe sprays instead of or in addition to antihistamines. Steroid sprays are indicated as safe even down to 2 year old for daily use. They do not have the potential to cause “addiction” like the OTC decongestant sprays. They are most effective when they are used routinely, I prefer the dose be given before bedtime. 

Prescription antihistamines, such as Allegra, Zyrtec, and Clarinex have the advantage of lasting 24 hours, and having much less sedation and dry mouth than the OTC antihistamines. The exception is the OTC form of Claritin, however Claritin is not efficacious enough to be helpful to everyone. 

First it is helpful to decide what specialist to see. If you are certain that you have allergies only, then an allergist can help. If you have sinus or facial pain, one sided complaints, or failure to respond to allergy medicines, then allergies may not be the whole story. If this is the case, you should see an ENT doctor. 

Specialist can help you be more certain what the exact nature of your problem is. I believe that the majority of patients who do not respond well to the allergy medicines that are commonly prescribed by primary care physicians have problems other than allergy alone. 

Specialists are best at making decisions about uncommon medicines such as Atrovent, Astelin, Singulair, and oral steroids. Decisions concerning when to consider allergy testing and perhaps immunotherapy, and decisions related to when to consider radiological studies are the purview of sinus specialists. 

I believe allergy testing should be reserved for the following situations. The following is only regarding inhaled nasal allergies.

Patients who have very clear symptoms of seasonal allergy and do not get good relief from steroid nasal sprays and modern antihistamines.
  
Patients who do get good relief from appropriate medicines, but who wish to identify those allergens that they react to, and who might consider immunotherapy in the hopes of eventually controlling allergies without medicines.

Patients who have allergic fungal sinusitis have been shown to benefit from immunotherapy to mold spore allergens

Patients who also have asthma

Patients with long term severe chronic problems

A few caveats of allergy testing and treatment
Just because a person tests positive to certain inhaled allergens, doesn’t mean that their symptoms are necessarily from those allergens. I have seen many patients with chronic sinusitis who tested positive to certain pollens, and underwent successful immunotherapy treatment, but they still have symptoms because more than one problem was present.
The benefits of immunotherapy are not seen for many months or years. Immunotherapy is treatment for the long haul.
It is expensive and time consuming

Allergy testing and treatment is not a good way to determine if allergies are the cause of problems when it is unclear. This is most true when the symptoms include sinus pain, headaches, and recurrent infections. In these cases, other studies, such as a CT scan are more cost effective at being sure what the possible problems are.