Most allergy docs are going to check you only for true allergies - the kind that produce almost instant and dramatic effects. There is an ELISA test for delayed reactions, but it's expensive and I found it difficult to find a doc who'd do it. I know from my own experiences, tracking foods and symptoms and keeping a food journal, that I have alot of sensitivities. Major offenders are wheat, dairy, corn, soy, tree nuts, peanuts and eggs.
You may want to check out Elson Haas' False Fat Diet. The title is misleading... it's really about
food allergies and sensitivities.
http://www.amazon.com/False-Fat-Diet-Revolutionary-Program/dp/0345443152/ref=pd_bbs_sr_1/002-8045951-0104056?ie=UTF8&s=books&qid=1189549677&sr=8-1You may also want to look into pulse testing as a way to determine your allergies/sensitivites without medical help.
http://www.amazon.com/Pulse-Test-Secret-Building-Health/dp/0312956991/ref=sr_1_1/002-8045951-0104056?ie=UTF8&s=books&qid=1189549746&sr=1-1