Doesn't sound crazy at all.  Is the indoor heat making your house too dry?  I
know I need some humidity for things to work properly.  Just a thought...I'm
sure the others here will have some more ideas for you.
Susan

Same exact thing happens to me. I finally found the problem was the
furnace blowing dust around and when the house was built someone used
about 10 feet of the basement floor joists as the return air duct. (Just
wood no metal) anyways there was so much dust in there so I cleaned it
all out and keep the humidity at no lower than 35% nor higher than 50%.
I had dustmites   and allergen test. They were very high. I cleaned
everything. Now I only use the steroid nasal spray rarely. It took me 2
years to find the problem. I would turn the furnace on and within 1 hour
I was clogged up. This might not be your situation, but you might want
to check. Duct cleaning was done but it was a ripoff. They missed 95% of
it when I did it myself. I had to cut the ductwork in the basement to
clean it all good. But it was worth the time and I know its done right.
I no longer take claritin, clarinex, of zrytec. I did also put dustmite
pillow cases and mattress/boxspring covers on and cleaned the bedroom of
most dust. I used a dustmite killer on carpet and a allergen solution
down. I would say the combination was the key because I got better over
a period of 5 days. Keep bedroom no lower than 35% or higher than 50%
humidity. Warm mist humidifier (not cool mist) Get a humidstat. Hope
this helps. good luck I also use a hepa filter in bedroom with the door
closed when Im not there. If you dust wear a dust mask

You know, it seems the same way with me.  Could be sensitive to the
petrochemicals if you have oil heating.  Winters are terrible for me. I
always hated them but since I had this nose surgery, the season is just pure
torture.

I bought special covers for my mattress and pillows that were supposed to be
helpful for allergy sufferers.  They better be, considering what they cost
me.  I also am using an electrostatic precipitator type of air cleaner in
the bedroom as well as in the living room.  Seems to help a little bit, if I
keep the plates clean.  I did try a HEPA type of filter in the bedroom, but
my wife didn't like the cold draft the fan produced.  I will try running a
warm mist humidifier in the bedroom just to see if I get good results.

As for cleaning out my air ducts, is there a web site or something that I
can go to which will show me how to do this?  Also, I did put a HEPA filter
on the air intake for my furnace.  I'm now looking to put filters on all my
registers.

Thanks a lot for the useful info.