I used to get hay fever something rotten when I was younger. Real miserable stuff. Then in my mid 20's I started eating a really good quality raw honey on a regular basis - it has to be raw, not the cheaper "blended" stuff that's heat treated. Anyway my hay fever was completely cured over the space of a couple of months and I've never had it since, that was 15 years ago. I was convinced that it was exposure to pollen that built up my resistance. Sure enough, a couple of years later I read in the paper that some doctors were giving pollen injections as a treatment for hay fever.
Bee pollen is extremely good for you, it has tons of nutrients in there. I buy it from the health food store and take a big spoonful with my morning protein shake. It tastes kind of funny and has a weird texture but I just swallow it whole with the shake.