If your dog has a skin allergy it will be itchy. These are very common in dogs. They often respond extremely well to steroid injections, which is what a lot of vets treat them with. As long as it does not happen too often, then perhaps it is acceptable to go on like that. However steroids can have side effects and are not perfect, though they are reliable at stopping itching and are cheap.
Ideally you would identify the underlying allergy and treat that appropriately. That can be very difficult to do. You would need to talk to you vet about trial exclusion diets and various skin and blood tests. Usually it is possible to work out what is going on, but it can be a long and involved process. There is no real substitute for a proper veterinary investigation into this sort of problem, ideally by a specialist veterinary dermatologist. If this is not possible, then there are a number of things which can be tried.
A general anti-itch treatment which is non-prescription and works reliably without knowing what is the underlying cause would be a wonderful product if it existed. Sadly it does not. However there are a number of things you can do which might work, though they are not guaranteed.
1. Try a hypo-allergenic diet. (eg Royal Canin Hypoallergenic, or Purina HA.) If you do this it is to test to see if your dog has developed a dietary allergy. You must give the food and water and no other foods for at least 6 weeks and see if the itching is a problem or not. About 30% of itchy dogs respond well, just to this type of diet.
2. Add an oil supplement to the diet. This helps the skin in a few ways. Efavet is the top brand, but Yumega Plus is a cheaper alternative and also very good.
3. Treat very thoroughly for fleas. There are often a few about before you ever see them, so treat with Frontline or similar even if you think there are none anyway.
4. Use an oatmeal shampoo at least once per week.
5. Try herbal or homeopathic anti-itch remedies. Certainly some dogs do indeed improve when these are given, but many dogs do not.
Itchy dogs are very common and there is not a simple answer to the problem but the above products can help