My son Alex's allergies (milk, eggs, nuts, kiwi, shellfish, cherries, nectarines) have driven much of the behaviour of our household for almost the last 13 years, and they have certainly shaped our supermarket shopping bill.
Now we find ourselves in a house with four children; one child seemingly allergic to everything except bread and steak, one a vegetarian, one who only wants to eat tuna and nothing spicy, and the last one who just seems to copy the most annoying trait of the day that the others are displaying. On top of that, my wife and I are both vegetarian. This means that not only is food shopping incredibly expensive, but it also takes military planning.
One thing we had to cope with however was not being able to eat out as a family, or get a take away. This meant that a big part of lives (where we used to eat out in pre-kids time) was put on hold, and all the children sort of 'suffered' along with Alex's enforced embargo on anything that could remotely be contaminated with one of his allergens. Thankfully the local fish and chip shop provided some relief as they don't use peanut oil or egg batter (unlike many in London) and at least allowed that traditional treat for tea, or as an emergency meal at the end of a long motorway drive home.
Lately we have tried to take the other kids out when Alex has a stay-over at a friends house (dealing with this is an entirely different story!) and make just that extra bit of effort so they don't feel like social pariahs at school. It's still a tricky balance though, and as Alex gets older and wants to go out more (and eat of course) I know it's going to be a real challenge for him to stay safe. Things are at least improving a bit, certainly the allergen lists in chains are getting better and recently "a well know pizza place" was able to safely feed a boy who can't eat pizza! It does remain a huge worry though, and continues to involve significant discussions with staff about cross contamination and "what might happen" if they get this wrong...