Saw an interesting thing about pillows on TV the other night. Big cause of allergens with the dust mites and mold/fungus growing in them; one guy even had the penicillin mold growing in his.
The Clean Air people in US recommend a thorough cleaning of the house before heading to the air purifier.
Of course, the US isn't as polluted so that reasoning might not exactly apply. Consumers Reports warns that ionizing filters produce ozone so you won't want one anywhere near your head for an extended period of time.