After numerous "Bagless" vacs from cheap to ridiculously expensive I had enough last year.
I Have had as many as 3 shedding border collies at the same time (currently 2) and really got
tired of the Bagless vacs. Messy and required cleanup afterwards.
A year ago I bought a Eureka Mighty Mite, The "Pet lover" version.
Its light, Has a hepa filter and uses bags.
Somewhat flimsy plastic but no issues so far.
Lots of power and super easy to just toss the bag with no mess.
I vacuum every 3 days and get about a month from one bag and buy the bags in bulk for a better price.
By far my favorite Vacuum so far.
http://www.amazon.com/Eureka-Mighty-Mite-Lover-3684F/dp/B0019KOFEC/ref=pd_bxgy_hi_text_y