With the CPAP machine, I sleep behind a HEPA filter every night. The clean, humidified air makes a huge difference.

In contrast, I've never been impressed by the room air filters. They do trap some of the air in the filter, but they also get the air moving more so there's more in the air. Maybe I never had the right one, or maybe the house is just too large and airy to let them do what they need to do. Do you have a brand and model that works well for you?