I've actually built up a bit of a resistance to our youngest rat, since this post. I still get hives from her, but nowhere near as bad or as frequent.
I don't play with the older one quite as much (long story about her being unpredictable and biting - I'm still working on her), but when I do, if she catches me, I get really bad hives from her.
The best I found was as I posted before, really. Scrub with soap and hot water, then stick some Benadryl cream on it. I also take Benadryl before I go to bed on the days that I get hives. I am good as new the next day, then.