Allergy shots are the most effective form of immunotherapy. They are used with great effect to eliminate, or at least very substantially improve, allergic nasal, eye and lung problems. They can also treat insect sting allergies. Although it works well, it’s not a quick fix. Allergy shots are usually weekly for about a year and then every two weeks and finally every four weeks. The whole course is three to five years. They are covered by most insurances.