They are currently doing studies on a chinese herbal formula called FAHF-2 that can mitigate or prevent the anaphylactic response. It has some kind of effect on the immune system. You can look up all the research articles on pubmed.com. It's really very, very promising.
I would be very wary of all the pseudo-science and new-agey "programs" out there like NAET. Like others have said, you might think you're cured until you have a future exposure that results in a full blown anaphylactic reaction.
There's also a promising oral immunotherapy protocol in clinical trials at Duke U. under Dr. Burks. They give patients very small doses of the allergen to ingest at the start, and then very, very slowly increase the dosage until they build up a tolerance.
And I've heard of a skin patch therapy where the allergen is absorbed through the skin. Sort of like a nicorrette patch. I think you increase the dosage in the patch until a certain level of tolerance is achieved. Last I heard, this was being studied/used in the UK.