I had them for 9 or 10 years at Kaiser. My wife worked in the Allergy clinic, I think it was her way of keeping tabs on me to come in and get the shots.
I don't really know if they helped that much, maybe a little, but when I stopped getting them, everybody else was having terrible symptoms and mine were moderate. In other words, discontinuing the shots seemed to make me better than when I was having them.
My arm never stopped getting sore and swollen from the shots. They hit a nerve once and it remained numb for 6 months from the back of my elbow to my wrist.
I think that the estimate is only 60 percent have subjective improvement. I also think that having them aggravated another condition I have called psoriasis, which has been better since I stopped the allergy shots, so having them may aggravate a tendency toward other auto immune type conditions.
Also, you have to consider that private allergists get some economic benefit from having regular patients. I am not saying that the allergists are not well meaning, but inevitably when an economic benefit accrues, there is a tendency to promote the therapy and not evaluate the effectiveness enough.
At Kaiser, it was an HMO, so they don't really care if you keep getting them, they would rather not, but my wife ordered me to keep getting them. Knowing what I know now, I wouldn't have them again.
Also, once you start getting the shots, you become fearful that discontinuing them will make you markedly worse. In my case, I got better after discontinuing the shots.
You just have to try yourself and see if you are in the population that perceives benefit. I guess you could call them a "shot" in the dark.