1) know WHAT you are allergic to. Sometimes it's obvious (i.e. you only sneeze around cats), other times you are allergic to multiple things and this is where a good allergist comes in who can test what you are allergic to.
2) Identify how you can avoid this exposure.
3) Help the symptoms when you can't avoid the allergens. Get a good doctor that will help you with the right corabination of medicines to include anithistamines and possibly nasal sprays.