Have you tried Singulair? That works for me, but when it's REALLY bad out, pollen and dust wise, I'll still get symptoms, but that's a good maintenence drug. It's a leukotriene blocker, and there's no drowsiness or anything like that. I'd suggest that. Astelin is a prescription nasal spray that's an anti-histamine, that worked really well for me too. Anti-histamines are the drugs that most people think of when they think of allergy meds, but they also have the drowsiness and some other unpleasant side-effects. I know my mother doesn't react well to claritin, it alters her mood for the worse, and benadryl works really well for clearing up symptoms, but it's hard to get much done throughout the day when you take a bunch of benadryl.
Maybe try a steroid like Veramyst, which is another nasal spray, and prednisone is a good standby. Steroids are only to be used for a short period of time though, like 2 weeks at the very most for allergies. They get rid of my asthma and allergies when everything else doesn't cut it, and my body stays better for a pretty long period of time afterwards.
There's another category of drug that I used to be on called Mast Cell stabalizers. I was on Intal for a while. This is kind of like an anti-histamine, but instead of blocking the receptor site, they prevent/reduce the release of histamines in the first place. They aren't known to have as many unwanted side-effects as anti-histamines. Intal also helped keep my airways open a bit, it's got some moderate anti-inflammatory effects, which is always welcome.
Also I got on a series of allergy shots, the shots didn't cost anything except 20 bucks copay per visit. I got a series of 5 shots every other week. 20 bucks every two weeks might be a lot, but my asthma and allergies were terrible before I started them, and now they're pretty managable. They gave me Xolair, which reduces your bodies sensitivity to asthma triggered by environmental allergens. If you don't have asthma then Xolair won't do much, if anything, for you. Once I was on Xolair for about 3 months they started me on traditional allergy shots, which is a solution with a small amount of the allergens that affect you, and it builds up your immunity.
So yeah, that's my history with allergy medications. Which drugs did you try? Also what symptoms are your worst? Sometimes simple things like saline spray, eye-drops that don't have any medications, or just washing your face and getting lots of water, works wonders when countering an allergic reaction.
Also I just googled "allergy medicines" and went to WebMD, and they give a very good overview of all your options.