According to Consumer Reports, the best ones use a HEPA type filter.

We have a room size unit that does help take out dog dander, but the replacement filters are hard to find and cost over $20 each.

In addition, I've been using the $16 3M Filtrete filters in our central air unit, and they do the whole house. We change the filter every 4 to 6 weeks, so there is some cost there too.

We do find that the $16 Filtrete filter is much better than the 50 cent filters that you can buy, and somewhat better than the $10 Filtrete filters.
The Sharper Image unit doesn't have a fan, so its coverage is quite limited.

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Bob Roe
Lehigh Valley PA USA
1973 Olds 88, 1972 MB 280SE, 1978 Datsun 280Z, 1971 Ford T-Bird, 1972 Olds 88, 1983 Nissan Sentra, 1985 Sentra, 1973 230.6, 1990 Acura Integra, 1991 Volvo 940GLE wagon, 1983 300SD, 1984 300SD, 1995 Subaru Legacy L wagon, 2002 Mountaineer, 1991 300TE wagon, 2008 Murano, 2007 R320CDI 4Matic 52K, some Hyundai, 2008 BMW 535xi wagon, all gone... currently
2007 Honda Odyssey Touring, 2014 E350 4matic