my dog has bad skin allergies can someone please help?

I have two shih-tzus and they have the worst skin allergies it seems like everything bothers their skin. I know in this breed it is normal for them to have skin allergies but I would like to help as much as possible. My family has tried everything from special shampoos to changing our clothing detergent, buying special medicines, and even vet checks more often than the regular check ups. If your dog has skin allergies too and there is something that works for you please let me know. Thanks
i feed them pedigree right now, but ive tried multiple dog foods. some were from the vet. i also have tried oatmeal shampoos and nothing ever seemed to make a big difference. i am going to try some of the foods reccamended by the people on here, but i would also like to know if you know of a shampoo that will help the process also. thanks again.