ok, here is something i actually KNOW about!!
start off with fruits and veg.
when introducing a new food, make sure it is the only new thing you are offering that day, so if there is a reaction you know what caused it. (I learnt that from experience - I gave him something with banana and raspberry in, and didn't know which he reacted to...)
dairy and soy are big allergens, so introduce these with caution at first.
also wheat and egg are major allergens, but also make life soooo much easier if you CAN feed them. egg white is more allergenic than egg yolk, and no egg or wheat at all is recommended before 6 months anyway. I was told to wipe a bit of egg on his face before I gave it to him to eat in case of a severe reaction.
take it slowly and watch for any reactions. I found ds reacted through eczema, so if he ate soy or dairy his eczema would flare, but after a couple of days without them in his diet it would clear up. Other allergic reactions include sickness, mucous in the poo and bloating. Most reactions will happen that same day, but apparently some can come up the next day (i'm thinking of ds's eczema here)
most fruits / veg are ok, but citrus / acidic fruit may cause the mouth area to go red and nappy rash, but that is because of the acidity rather than because of an allergy.