Questions about dog allergy testing?

My 2 year old dog is very itchy. His vet says he most likely has allergies, since his breed is prone to them. We have been to the vet about 5 times telling her that he is still itching and everything she reccommends has not worked. The only thing that worked was a steroid shot, but I have read that you do not want to get your dog a steroid shot too many times. I have been considering going to a dog dermatoligist. The dermatoligist in our area requires a referral from your dog's vet. My first question is do you think that my vet will give me the referral? I know that the testing and treatment will be expensive, but about how much does the allergy testing usually cost? Do you think this is the best thing to do for my dog?