It typically works better right after you've been exposed and before you get congested. If you've been exposed to your allergen (in my case lilac bushes), it's best to flush things out as soon as possible. Usually, I can wait until I'm getting ready for bed and if I know I've been exposed quite a bit (ie, playing a softball game in the dust with bushes completely surrounding the field), I will take a shower as well.
Most people don't really feel it until the next morning, and a lot of that has to do with the fact that the pollen/dust/spores find their way into your hair and when you lay down in bed you end up just rolling around and rubbing your face into a "contaminated" pillow all night.