Gird yourself for battle and head to the bedroom.
Cover the pillows so they don't get dusty & make you sneeze later. Wear a dust mask if it's really bad.
Shake the curtains to get the dust in them heading down to the floor.
Take everything out from under the bed, wipe it off, vacuum up all the dust, and shove what you still want to keep back under there.
While you're at it tackle anything else in the room that isn't flush to the floor & get the dust out from under there too.
Give the whole room a good pass with the duster and after the air settles a bit, vacuum the whole room.
Hooray! Non-itchy bedroom!
Discardia 
I have one of those dog forced air dryers. It has a shop vac type hose. Great for scooting dust bunnies into a corner. Then just be sure to vac. quickly before bunnies hop around. Also great for high ceilings to get rid of cobwebs. One friend uses this type of dryer for a small leaf blower!
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