Anyone have a pet with allergies?

AshPal61

One of my pugs has some sort of allergies.  She is constantly scratching, and licking.  She will scratch her "armpit" with her back leg, and the fur is now almost gone from that area.  Her skin will get pink, even between the pads of her feet and thats when she starts licking them.  I feel so bad, I can't imagine how uncomfortable she must be.

I've tried benadryl, hypoallergenic dog food, special baths and was even prescribed prednisone at the direction of my vet but it hasn't improved so I'm taking her in to a new vet today. (a new vet because I'm not too crazy about the old one. Not related to this)

I'm pretty sure they'll be doing allergy testing to see what it is that is bothering her. But I'm just curious to know what would happen next. 

If your pet has allergies, how do you treat them?  Cream, pill, shots, etc?