Many vacuums today come with a filter to trap dust and other allergens. If you are an allergy-sufferer consider a HEPA (High-Efficiency Particular Air) Filter; this will not be hard to find as they have become more popular. Filters capture particles that would escape through the exhaust otherwise.
HEPA filters offer the best filtration and have been tested to ensure that the stated efficiency has been achieved.
HEPA-type filters offer similar filtration and are built like HEPAs; they have not been tested and certified. They do provide high-quality filtration.
Standard filters will filter large particles, but many very small particles may still escape.
Micron filters provide the finest filtration capturing particles as small as 3 micrometers at 98% efficiency (this is very efficient).
You will want to consider the noise the vacuum's motor creates. Some vacuums have insulation around the motor to stifle the noise. This may be a factor for you if you live in a multi-family dwelling or if you have a child who may be napping, watching TV or doing homework while you are vacuuming.
You will also want to consider the usability of the vacuum. As you are deciding on vacuums, you want to try them out. Push is around the floor. See how it handles and maneuvers. Is the cord long enough for you and your home? If something becomes lodged in the hose will it be easy enough to remove? Is the vacuum too heavy for you to comfortably maneuver and carry throughout the house?
As you narrow down your choices you will want to take a good look at the attachments offered. Be sure you know what each is used for and how to use it — ask the salesperson if you are unsure. See how the accessories are attached and stored, is it easy enough that you will make use of them? You will want to be sure they are stored on the vacuum itself — searching for a misplaced attachment will only cost you valuable time while cleaning and may result in not using that tool ever! Does the vacuum have a rotary brush that you can turn on and off? This will allow the vacuum to clean bare floors as well as carpets and will make switching to the hose attachments much easier.
Most importantly, know your cleaning needs. Know what you want most and what you can do without. Most vacuums today are very efficient at cleaning. You are really choosing what works best for you and your family's needs.