If you have allergies or asthma, you need a vacuum cleaner with a HEPA (High Efficiency Particulate Air) filter so that when you vacuum, you will actually trap microscopic allergens instead of simply stirring them up and polluting the air.
HEPA filters are guaranteed to trap 99.97% of all particles 0.3 microns or smaller. Household allergens are generally one micron to 10 microns in size. For comparison, the diameter of a strand of hair is about 70 microns.