It's unfortunate, but a lot of vets don't do a lot about itchy skin. It's pretty much the number one thing that's seen in a small animal clinic, and I think some vets get bored and don't treat each case individually.
Switching to a food that is grain free or less likely to cause allergies, like other have suggested, would be a good help. But if that doesn't clear it up, either request an allergy test or find a new vet. There's no reason for your dog to be miserable forever.
I'm just so thrilled that your vet didn't just give her steroids.
2nd Year Veterinary Student
Laika - CGC, Certified Visitation Dog (Rescue Papillon)
Loki - black GSD 3/7/11
1 cat, 3 lizards, 7 snakes, 2 fish
RIP Buffy's Peanut Butter Cup (Reeses) - blk/tan GSD