It all boils down to ... are we dealing with so many CFM of air handling through a tangible, expensive, and replaceable filter, vs. an ozone generator (I thought ozone wasn't necessarily *good* for you) or a snake-oil air "ionizer".
Our Honeywell is a good unit but the HEPA filters just cost us like $18 or so. This filter has about as much square footage as our whole house 16" x 25" filter. Both the Honeywell room unit's, and my whole house central filters, both do get gray over time, showing me they are removing something.
We gave a Honeywell filter to a relative who hasn't changed his filter in 6 years.
He just inquired about replacing his filter.
Weird.
One thing I just learned about is candles.
According to my one relative's duct cleaning person, burning candles produce a soot that is almost impossible to remove via a duct cleaning service.

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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