For years I had exertion related asthma, especially in cold weather and heavy allergy conditions -- wheezing, hacking, gasping for breath. Here are a few things that worked for me...
First, I use albuterol daily as a preventive. It's not a true rescue inhaler. I get arguments about that, but having worked in emergency medicine I cannot consider an inhaler that takes 15-30 minutes to be effective a "rescue" inhaler. By that time a person with a serious asthma attack may be passed out and unable to help themselves.
Primatene Mist is a true rescue inhaler. It works well. But it's very harsh and irritates the hell out of my trachea and sinuses. I've used it only two or three times in the past five years, always on max effort high intensity running and cycling sessions due to cold dry air or heavy allergy days in warm weather. So far I've never had a serious asthma attack without exertion, just moderate asthma problems.
Primatene tablets, or generic oral ephedrine, also work well for near-rescue situations. But it can raise blood pressure, heart rate and cause other problems. Use it sparingly, only when absolutely necessary. Same with Sudafed or generic pseudoephedrine.
Oral montelukast tablets have worked really well for me as a preventive. I could probably get by without my daily dose of albuterol inhaler, although I'd still huff albuterol just before heading outdoors for a ride, jog or long walk. I've read that some folks had negative experiences with montelukast but I've had no problems.
Nasal inhalers: fluticasone has been moderately effective, but azelastine has been very effective. Azelastine is pricey but worth it. Fortunately my insurance covers it.
I rotate various OTC antihistamines -- generic Allegra, Claritin, Zyrtec and Xyzal. Allegra works best for me, but I've found that no OTC antihistamine is effective in long-term daily use. I need to switch them around every week or so to be effective.