Allergy shots...are they worth the cost and drive and wait at doctors office?

I'm tired of getting these 3 day long stints of being sick. They seem to be from allergies. The aching weak body, slight fever, running nose, can't sleep, sinus pressure takes me off my normal routine once every one to two months. My mom swears by the allergy shots where they inject you with what you're allergic to in small doses to make you more immune to getting sick. To those of you who have done them, are they worth the cost and drive and wait at doctors office weekly/monthly to get them? I have pretty good insurance.