It depends for me, I run all kinds of vacuums through the house that use cloth bags and mediocre filtering paper stuff, but when I'm actually cleaning seriously, I do tend to prefer something with better filtration, or the central vac. I do have rather severe allergies too, but I chose to deal with it by using air purifiers rather than worry about it. And I've gone towards preferring ionizers (those controversial Living Air type machines specifically), and now when I run a vacuum with questionable filtration, I don't even get allergy symptoms, there will just be a bit more dust on everything to clean up.