I have heard of a lot of people who have talked about how they have had shots as a child and then needed to start them up again later in life. I will admit to having my own doubts, however I think that if I can buy my kids a certain amount of time of feeling "cured", then the shots are worth it. That being said, my son, my husband, and I are ALL taking allergy shots right now. It has been about a year for all of us. I am not convinced that I am seeing any change in my own allergies as of yet, but I think my husband is and my son may be. It takes time, which is frustrating after a bit. My son is 5 now and has been a trooper through the original scratch test (he and daddy had the test at the same time so that he wouldn't be as scared) and all the allergies. There have been a few weeks where I've had to hold his arms (he has a shot in each arm - we all do - because we have SO many allergies they won't fit in just one shot) while they gave him the shots. He hasn't cried or thrown a fit, but he does get scared and it's obvious he doesn't want the shots most of the time. We actually give him a quarter for each of the shots and the nurses are wonderful about having stickers and suckers as rewards.
I wouldn't go forward if I didn't feel it had a chance. I know how awful my own allergies make me feel, and it seemed to have been getting worse each year. Children are more receptive to such treatments and it sounds like a HUGELY better way to go than the idea of giving my son all these antihistamines for the rest of his life.
Be aware of the side effects some of the drugs have too - Some of the nasal sprays I've tried have made me jittery and while Zyrtec is the only pill form antihistamine that seems to work for me - it makes my son irritable and his behavior goes off the scale! He's had luck with Allegra, but we supplement with Benadryl and that makes him drowsy. Claritan seems to work for many, but didn't do anything useful for us. I have also found that some antihistamines seem to work for some allergies and not for others, so results may vary as the seasons change and different allergies become prominent.
I subscribe to an email at pollen.com that is sent out when certain allergies in your area are higher, based on your zip code. It's not as detailed, or accurate as I'd like for info - but it does help me know some of what we're being exposed to out there. My husband made me up a spreadsheet for all three of us so we know who is allergic to what and how severly, so I can reference it and see if we need to stay indoors. My only real worry with all this is that we'll probably be needing to add my daughter to the spreadsheet in a couple of years too.
You don't say how many of the things he was tested for he was allergic to, or how highly. We were VERY allergic to a LOT of things, so our doctor was quick to say that shots were right for us, and the best chance of getting us feeling healthy again.