The Buteyko Breathing Technique can be helpful...but THE most helpful, is to make an account on http://www.allergycontrol.com
What are your allergies? cat, dog, dust mites, ragweed, grass, or any other airborne allergens need a strong hepa filter, especially in the room where you sleep. We find honeywell to be the best.
If you have dust mite allergies, you need dust covers for your mattress and especially your pillows. We even use the pillow covers for pollen, because you can take them off and wash them in hot water, and know your pillow is pollen free.
Allergies are all about prevention and making sure your bedroom is allergen free so your body can heal while you sleep...