If you or the family suffer from allergic reactions to allergen in your home, then first of all you should get advice from a medical expert rather than a vacuum cleaning salesman! I can not advise you on any specific allergy conditions but can give you sound basic advice which cuts through the marketing messages from the main floorcare brands.
Try and cut through the marketing speak from the big vacuum cleaning brands and simply apply some common sense, you will want to buy a powerful cleaner which picks up a lot of dust, dirt and allergen, please see link (Power). You also want the best vacuum cleaner which retains it in the cleaner ready for disposal. So, do you buy a bagless cleaner a bagged cleaner or an Aqua cleaner which uses water to retain these particles? It depends on who is doing the emptying, bagged cleaners offer less contact with dust, but you remember to replace the bag regularly to avoid a build up of bacteria and other little creatures like dust mites. Bagless is still not great for emptying as you get dust on your hands and sometimes in your face when emptying! The best way to trap this dust is to use water link (water filtration) once again think about it, use your common sense, how fresh does the air smell after it rains?
HEPA filters, Pure Air, Hepaflo, Micro, Air Clean, Allergy Plus: a large variety of descriptions, 99.0% retention to 99.97% down to 0.3 microns (which is very small) So you must be safe! They certainly help but remember you must either replace them regularly or have washable filters, bacteria and dust mites can bread very quickly in these filters, hence that smell you get when you turn on a vacuum cleaner!