I would not go the cortisone / prednisone / steroid route unless your dog is miserable and nothing else helps. Every shot of this drug shortens their lives. Research it before you make a decision.
Now, having said that, here is what you need to do (I have a fox terrier with horrible skin itchies).
Start by giving him benadryl tablets, helps a lot.
Try changing his diet to premium quality - no chicken or beef. I suggest duck, fish, or the like, with no corn or wheat. Supplement diet with salmon oil or similar and perhaps some ester-C (careful with the C, can cause loose stool, introduce gradually - DO NOT USE REGULAR VITAMIN C as it's hard on the tummy, ester-C only).
Bathe with cool water and an itchy skin shampoo. Do not bathe too frequently, it just dries the skin out and causes more itching. If the allergy is caused by pollen, the bathing helps remove it. Try using a leave-in conditioner - again, look for anti-itch.
I have never been able to cure my terrier's allergies but I have been able to get them under control to where he hardly ever scratches.