IMHO, in this day and age we're dinosaurs as smokers -- in my family (immediate and extended), no one else smokes anymore, so one of the "problems" with all this is we find ourselves (at least I do) tackling this "issue" on our own and it's natural to feel we're doing so in a "vacuum." In the "good old days" you could smoke in any bar or restaurant; smoking was OK at work and even in elevators. A smokeless ashtray was our concession to non-smokers or those with lung problems. But as society became less accepting of smokers we scrambled to "clear the air." This evolved (devolved?), more recently (10-15 years ago) when ozone, ion, HEPA filter table top units were popular.
I've tried many of these "table top" units, including Oreck, Sharper Image, Czonka and a host of others, priced as high as $400.
Most of the pricier units as above "work" to a certain degree, but I've never used one that actually does the job as well as it should when it comes to being placed in a room (all of these are for average sized rooms), especially rooms in a home or work place where one or more smokers live and regularly spend time smoking.
I've come to the realization that you have to spend a *LOT* of money to get anything that gets your designated room area anywhere close to a "smoke free" environment -- a unit that addresses all the pollution "components" that make up smoke -- you have a particle component (ash), poisonous gas component (carbon monoxide for example), an offending odor component and the "tar" in the smoke that sticks to everything -- all these come together to constitute our "smoke" problem.
After doing my "homework," having spent considerable coin on units that "work" from mediocre to so-so, and since I don't want to spend $600 to thousands to take a chance on something that actually cleans the air properly and completely, I don't smoke inside the house and haven't done so for years. I'm thinking a lot of smokers (I haven't smoked cigarettes for years either) are relegated to smoking outside the home, or in a "man cave," workshop, garage -- a "personal space" place where other family members and non-smoking guests do not congregate -- or at a cigar lounge or private club (less and less cities/states allow smoking in public areas).
I'll assume your thoughts on this is a "man cave" type area -- a room in your home where you can segregate yourself and smoke without "polluting" the whole house.
Assuming that, it's still wise to avoid what I call the "band-aid" table top units and get something that actually works. I'll also assume that you realize (or will once you research it as I have) that to do that, you have to spend *mucho dinero* -- but sometimes a unit that retails for a lot of money can be acquired for less with knowledge and a little luck.
Here's a good place to start to "get educated:"
http://www.smokeeaters.org/Then begins the slow process of research and decision making after weighing the information and your actual goals.
If you're persistent and realize you have to spend (what I consider) a lot of money, you can eventually find some that works great for your application. For example, a lot of restaurants and clubs are selling off their commercial "SmokeEater" units for cheap -- I remember reading about a cigar lounge in NJ that saved a lot of money that way. There's also Craig's List, eBay, etc.
I apologize for the long post here, but if you're read this far, you've the mind set to do the research and take the considerable amount of time it takes to find a unit that suits your requirements.
Sorry -- there's no "magic bullet" on this. Best of luck to you!