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The shop vacs also allow you to use different grades of filter. I always use a filter that catches more of the dust. It is a more expensive dust but my allergies require it. I tend to use it in the basement.

We have a Sharp Vacuum that we use throughout the rest of the house. We looked in Consumer reports. I guess it is about 6 or 7 years old now. It is kind of heavy but it really works well!