Allergies are a drag - no argument there. I don't like taking decongestants because they make me fuzzy headed. They also dry out my mouth and make my throat feel pasty dry. Plus decongestants don't just dry out your sinuses, they can affect your lady business too.
I do love using my Rhino Horn neti pot to flush dust and pollen out of my nose - it gets to the root of my symptoms. 
If I'm too stuffed up to use a neti pot, I've got to do something to get the congestion moving.
I told you that heat-building cardio exercise is great - when your body gets hot, you sweat, and the mucus and fluid gets thinner and it's easier to blow out or cough up. I forgot to tell you a very important thing though.
If you have seasonal allergies, and you're bothered by certain pollen or grasses, exercising outdoors can make you feel worse. That makes sense, right? Doing cardio makes you huff and puff, inhaling more of those allergens. Your body fights back by releasing more histamine, which causes itchier, watery eyes, runny and stuffy noses, and sneezing.
Fit's Tips: If you can figure out exactly what you're allergic to, you can determine what time of year to avoid it. During that time, you can work out on machines at the gym, try out a DVDs, or swim indoors.
I swam indoors recently, thought there would be lots of pollen sitting on top of the water. I felt great afterward. It hink the water up the nose might have helped.