LePaul and eskimo,
I have a better idea for an air filter that I've been using for a while now. Get a $10 20" square box fan from wal-mart or some other store, and tape a high quality 20"x20" air conditioner air filter to the intake side of it. I like the 3M "Filtrete" brand ones because they have several different kinds all rated to filter out various size particles, but there are others that work ok. Just read the label to see what level of filtration it's rated for (particle size). The best filters ought to cost no more than about $16 each (less if bought on sale or in bulk), and even though this setup won't qualify as true "hepa" due to a small amount of air that leaks through and around the fan blade tips, the setup costs 1/10th as much as a good true hepa air filter, moves/filters a lot more air through the filter, and is much quieter.
I wasn't sure how effective the box fan and filter setup would be until I set one up in the same room as a true HEPA filter and ran them both on low speed for a month. The box fan was nearly silent, but the hepa filter was very loud even on the lowest setting. After just one month, the box fan filter was very very dirty indicating it had pulled a ton of stuff out of the air, while the true hepa filter was still fairly clean.
They're so cheap, you can put one of these in every room you routinely use. You'll notice less dust on the furniture too. Very cheap, quieter than almost every true HEPA filter on the market, and still very effective at removing particulates and allergens from the air.
Yea it looks a little bit ghetto but who cares? If it bugs you that much, put it behind something.