My cat had the same problem and the vet told me the same thing. However, about 2 years into the pred. shots (he only needed them about every 3 mos.) He suddenley developed a heart murmer! He was at a different vet and they said it was a side effect of the steroids. I had a fit and started doing a lot of reading on allergies. I was determined to do everything I could to get him off the pred. Besides, don't they think diabetis is a serious enough side effect to try to avoid it? Makes me mad.
Anyway, I got my cat on a high quality canned food only (in my case it was Wellness)diet, put him on vitamin supplements, slippery elm (cause by this time he also had IBD which often eventually goes hand in hand with these type of allergies) and acidopholis. Within a couple of months I had completely weened him off the pred. and he never needed it again. I think I was lucky that I didn't have a huge amount of detective work to do. It's really hard to pin down the cause of an allergy but it's well worth trying.
Pred. DOES have side effects for cats no matter what your vet says. They may not be as serious as in humans but that doesn't mean they're safe. If there is anyway to avoid long term use I would try. Remember, the pred. is only treating the symptom and not the cause so your cat is never actually getting better she's only temporarily feeling better.
Unfortunayely, when it comes to nutrition and allergies vets don't have a clue. It doesn't mean your vet isn't good it's just not something most vets studied. I would recommened you do a lot of research on your own and find a good homeopathic vet to help guide you through this.
What are you feeding her now? Many of the major allergins in food tend to be grains and chicken (very simplified) You may want to start by putting her on a good quality food (no by products) that doesn't have any grains in it.
I so understand how upsetting and fruntrating this condition can be but there is hope. It'll take some work and patience on your part, but if you're able to figure out the cause it'll be well worth it.