i grew up with cats and randomly developed an allergy in my late 30s. I got shots for 8 years; when I stopped taking them my cat allergy had cleared up completely and hasn't resurfaced in 7 years. DH also had a cat allergy and has had no symptoms since he stopped getting shots (he was on them for 5 years). I have 3 indoor cats and put my allergy free status to the test last week when I spent a full afternoon in a shelter helping my Mum choose a new cat after her elderly girl was put to sleep with cancer.
I highly recommend shots. It took a while for them to kick in, but when they did I loved being free of the side effects of all those meds. One med that did work well for me when I still lived in the UK was phenergan, which you lucky ladies back home can buy over the counter in Boots.