Lawrence,
I've been sceptical, too. Before responding, I checked ConsumerReports.com. I'm a subscriber, so I was able to call up an article from Oct 2003. It talks about HEPA filters and electrostatic precipitators like the Sharper Image model.
A key paragraph states... Without convincing proof that air cleaners improve health, the medical profession remains skeptical. In a January 2000 study of asthma and indoor air exposure, the Institute of Medicine of the National Academies said that "air cleaners are probably helpful in some situations in reducing allergy or asthma symptoms." However, the Institute qualified that statement by adding that the data suggest air cleaning "is not consistently and highly effective in reducing symptoms.