Mightypudge, i feel your pain. I have 365 days a year allergies. I went to an allergy test last summer, and u won't believe how many things in nature i'm allergic too that turned positive. To list a few: oak,maple,birch,2 more i can't remember, pollen, dust mites, peach, apple, pear, nectarine, plum (these fruits i found from eating them and getting crazy hives), cats, horses, oyster,shrimp...that's most of the general stuff that's is found in many places. I was told to go for allergy needles ( once a month for 15 months...$200 a shot) i don't think i could afford that since i'm a university student...
Maybe you should go for an allergy test, and see what they say and see what you test positive for! Also, you say you have coughs and headaches...is that really allergies? Do you sneeze as well? Maybe you could have bronchitis (the symptoms are brutal coughing) or a bad case of the flu.