So I have seasonal and year round allergies. Basically, I'm allergic to everything.
I always sleep with my windows closed, though I am fortunate to have AC. I have allergy covers on my pillows, and probably should on my mattress, but don't. I take off my shoes at the door so I don't track anything through my house, like pollen.
I dust and vacuum at least weekly, if not more (I have one of those robot vacuums). This helps eliminate any pollen or whatever in the house, too.
I have clean air machines, too.
I haven't been able to bring myself to try nasal lavage, though people rave about it.
I did sublingual immunotherapy. Also called SLIT. Same idea as allergy shots except you squirt drops under your tongue at home, instead of having to go in for shots. It took a couple years for the allergies to reduce and it was inconvenient. BUT IT WAS TOTALLY WORTH IT. Now I pretty much don't have environmental allergies.