I have a co-worker who is very suspectible to hayfever allergies. During the allergy season, he swears by a combination of probiotic foods to supplement his immune system response. His diet includes (live cultured) yogurt and also natto ( http://en.wikipedia.org/wiki/Natto
) - the latter definitely being an acquired taste (!) He claims that it takes about 2 weeks for his body to build up full immunity. And, at the same time, he swears off alcohol during the allergy season as he also indicates alcohol kills off the beneficial bacteria in one round of drinking.
I occasionally take the white probiotic pills if my stomach is feeling upset, but I just consume yogurt and sometimes natto on a regular basis.