This all comes from Consumer Reports, May and October 2005:
According to the Penn State Med Center, Pulmonary/Allergy Division as well as the American Lung Assoc and the American Academy of Allergy, Asthma and Immunology "there is little evidence that air cleaners alone will reduce the effect of indoor polutants for those with asthma or allergies." They suggest first removing pollution sources (smoking, candles, incense, burning wood, etc...), minimizing dust mites (encase pillows, mattresses, box-springs; wash in hottest water possible; avoid carpeting), controlling harmful gases and ventilaiting rooms and equipment properly.
If you are going to buy one anyway, choose between whole house (going to need forced air heating/cooling system which I don't know if HK has) or single room. Electronic-precipatator models worked best overall; avoid room models without a fan; avoid ozone generators; look for a Clean Air Delivery Rate (CADR) above 350 and not below 100; choose a model larger than you need for better cleaning at a quieter speed. They recommended models by Friedrich and Whirlpool (for rooms). They specifically singled out the Oreck, Sharper Image, Ionic, Brookstone and Surround Air as being poor. They also recommend not having the thing on top of you since the highest ozone concentration is near the device.