V.B.
No, but my son has been doing shots for a few years now. He is getting near the end of his treatment. It takes several years and you really have to commit to the schedule or it just isn't going to work.
He has allergies to grasses and tree pollens and mold. None to pets. And since he began his treatment (about 3 1/2 years ago) he has had great success. From having a running faucet snot factory attached to his face and sleeping poorly essentially year round (and by that I mean he had about 2 weeks in December each year that he had any relief from it, even while using OTC allergy meds daily), to not using anything OTC at all, and having the occasional sniff and tissue usage once or twice every few days. If I'd invested in Kleenex when he was 5, I'd have saved a ton of money. Now, he uses no more than anybody else in the family... which means basically only when he is sick or has been outside and gotten dust in his nose making in run (mine always runs when I rake leaves outside, and I don't have allergies).
He goes for his shots about once every 3 weeks now. When we started it was twice a week. Interruptions to the schedule cause setbacks.
And yes, he has to stay in the office for a period of time after receiving the injections in case of a reaction. He has never had anything more serious from them than the occasional knot on his arm, or itching more than others from time to time. And I understand from the nurse that the knot is typically from how deep the injection was done vs. the serum itself. He's a growing teen (15) and his muscle mass and body fat has changed quite a bit since he started in early puberty. It's harder to pinch his skin to inject just below the surface than it used to be... lol.
I've always been under the impression that sublingual was a bit more dangerous, but I haven't really researched it. I also thought that sublingual was more for food allergies. Again, maybe I just don't know b/c I haven't researched that sort of treatment.
But whatever you do, if you undertake any sort of treatment to reduce your allergies, do it under the care and supervision (in office) of a doctor. Severe reactions DO happen and they can be fatal. Don't assume it won't happen to you. Nobody ever thinks it will be them.