I itch all over, but it started with my nose LONG ago.  But I didn't know I had allergies at all until maybe 10 years ago.  One thing that you can do to start is to get a sterile saline nasal spray like Ocean in the drugstore (around $3 - $4) and use it 4 squirts in each nostril 4 times a day.  (Two doctors recommended this to me, including an allergist who does it himself!)  It just helps to clear things out.  Some people use a "neti pot", you can look that up.  I've also been given a prescription for a steroid nasal spray (2 squirts in each nostril once a day) that helps reduce inflamed tissues.  One doctor told me to use it twice a day and maybe it would help my sinuses.  I did that for a while.  (It's not inexpesive but my insurance does pay except for the brandname copay). 

    I did have allergy testing (very expensive, insurance paid ) and it just showed a mild allergy to grasses, dust, hay fever, but I had periodic sinus infections until I started using a spray.  Now I do it just when things bother me (probably should use the OTC one all the time, but ...)    Since I have RA, I don't get any shots (immunotherapy). My husband has allergies as well and does get shots (his allergies are much worse and his dad had them too!)  I'm not sure it was worth it for me for the testing, but I was complaining about itching and sinus irritation which I thought might be side effects of my other medications, and my doctor recommened the allergy testing so I would be reassured, I think.  Well, that part did work.