The High Efficiency Particulate Air (HEPA) filters are one of the common types of purifiers. These are said to be experts in trapping pollens, mold spores and dusts. However, constant filter changing is needed.
The Electrostatic Precipitators is another variant. It uses electric charge for the particles to be trapped on a collector plate. Its benefit is that the plates can be taken out, eliminating the frequent filter changes.
When purchasing these filters, things that you need to keep in mind are the noise it makes, the filters and their respective prices, and your room size. As for austerity measures in terms of energy consumption, check out the Energy Star Logo.