Do allergy shots really work?

I have horrible, severe allergies. Im allergic to soy as well as small animals, cats, many kinds of trees, bluegrass, mold, and of course dust. I take allegra and flo-nase every morning and claritin too if I'm really sneezy. At night I have to take benadryl. This is not all the time but I find that days that I do have allergies, all my daily activities are hindered. I suffer and sometimes have to leave early from work (I'm in childcare), I stay indoors on beautiful days, and I can't operate at the wildlife sanctuary where I intern. I am still covered under my parents' health insurance and I am considering allergy shots, but I'm hesitant because the allergist is 40 minutes away and this is a 5 year commitment to treatment. Also I try to utilize homeopathy and at-home treatments as much as I can but that hasn't worked in the past, although the drugs I take now don't seem to do it either. I'm so miserable, I'm not sure what to do anymore.