Just make sure you carry an inhaler, taking a daily allergy pill works for many--Claritin is now sold over the counter, so you don't even need a prescription. They never worked for me though, only benedryl, which also makes you pass out, so not a good solution...
There is one train of thought which believes that you can overcome allergies by greater exposure. For example, there are shots for cat allergies, which are nothing more than concentrated cat dander--eventually though, most people get used to their own cat. (Unless the inability to breathe kills you first, depends on the severity.)