I'm sure the article Karen provided has most of these tips. But I am HIGHLY allergic to cats. If it does turn out that you're allergic to your cat (actually, I had the allergy to cats from as far back as I can remember, but I developed seasonal allergies as I got older - so it is far more likely you've developed an "environment" allergy than a cat allergy), here's what I do.
1) ZYRTEC. It is available both in generic form and over-the-counter now. IT WORKS. And really well! I wouldn't ever want to close our kitties out from the bedroom, and Shelly sleeps in my face - and it doesn't bother me.
2) We have several HEPA air filters. Keep them clean.
3) Brush your kitty every day. We use a slicker brush, but we just ordered a "Furminator." Apparently it gets at the undercoat and eliminates 90% of the shedding.
How cool would THAT be? Anyway, after brushing, wipe down with water on a cloth. This helps pick up the dander. You can also give kitty a wipe down in the morning.
3) We put throw blankets over cushy furniture that cat hair likes to stick to (and that they like to sleep on). When I want to sit on the couch, I just pick up the throw blanket - and no cat hair or dander! They're easy to fold and put away when company comes over - and just wash them every week.
4) Vacuum as much and as often as you can!!!!!!!!!!!!!!!!!!!!!!!
I keep visine around for when my eyes get itchy, and I have a prescription steroid cream for when I get hives. But if you wash your hands after petting, and if you take the zyrtec (or generic) - it works so well, you don't actually have to do all the other stuff.