This probably comes as common sense but it's easy to get lazy and slack on brushing and bathing your dog. Brushing and bathing your dog does absolute wonders for your allergies however.
I tried a million brushes from expensive brushes like the ferminator to horse brushes to cheap wire brushes and nothing I have found works as well as the Kong Rubber brush. It's basically just a handbrush with rubber knobs. It does a great job at loosening hair and you'll quickly see piles of hair falling off your dog.
I generally give my dog a nice brushing with a Kong rubber brush outside before washing bathing him. Do this once a week and you should see your allergies improve dramatically.