For dogs with allergies, an oatmeal shampoos is fine. EpiSoothe is a nice one:
http://store.yahoo.com/entirelypets/epmedsham8oz.html
I also like Hexadene shampoo:
http://www.entirelypets.com/hexsham8oz.html
This is a medicated shampoo that prevents yeast and bacterial infections, which are VERY common in dogs that have allergies. You may want to alternate a mild oatmeal shampoo one week with the Hexadene the next week. You can also give the baths every other week in milder cases.
I believe dogs with allergies need to be bathed A LOT. Their skin is greasier and smelly and gets infected easily. The baths will soothe the skin and keep in healthier. You may be able to give steroids less if you bathe her more frequently. If you are concerned that the skin might get too dry, you can always use a conditioner that you can rinse off, or a leave on conditioner. I like to spray on Mink Oil after baths, it makes the coat shiny and soft!
I applaud you for trying to keep your dog healthy! Keep giving the oils in the food also. This is very important for dogs with allergies.