I started out with the cheap route, most crapped out within three years or less.  Heard Filter Queen was excellent, never needed repairs. Wife and I bought one, MIL bought one too.  Lasted maybe 8-10 years, better than some, still not as good as they wanted.  Bought Electrolux from Sam's club, crapped out quickly, later found it was made under different specs than those sold at a regular dealer.  We bought Electrolux from dealer store, better quality, was better than Filter Queen, still not as good as we would like to have, just the best we have found so far.  Someone in the family had a Rainbow that filters through water, thought changing the water was a pain, not that impressed with the total effort.  (Could we just be dirtier than some people?)

I have studied the Dyson, like the concept, wife is not so sure she wants to clean the cups, would rather have a bag she can throw away.  I like the Oreck ads, the ones holding a bowling ball, but have heard they are not as powerful when getting at dirt on the floor, just a good bowling ball holder.

We have had several shop vacs, some really bad, currently have Shop Vac Pro QSP, much better than those we bought from Sears, still not what we would like.  The Shop Vac Pro does do a good job on water, and the filter system keeps the air clean when cleaning dust and sawdust.

Have had dustbusters of different flavors, none very good, Royal hand vac, not worth taking home, just nothing really satisfying to our family.

When you get right down to it, a broom does a pretty good job, and we use them quite a bit.  But, a broom won't get as much on carpet.  A carpet beater head on a home vac does help a lot, but they are not perfect either.

Maybe we are too hard to please?