Yes, unfortunatly they are the same and come with all the same risks. Steroids are basically synthetic versions of natural cortisol which has the same effects at higher levels (which are required for a therapeutic effect).
My boy hasn't responded to antihistamines or Apoquel. Actually, the only remedy I've had any luck with is a herbal tincture called "Soothe" that was developed by our vet. They do ship if you contact them and have natural flea and tick repellents as well:
www.pandosyvet.com
The main thing is really to find out what is causing the problem and avoid any allergens as much as possible. A dermatology vet really will be the most efficient at helping with this. Best of luck!