I just throw in the OEM charcoal filter in. I don't have any problems with the OE filter and Im not sensitive to allergies. If you find yourself having allergies, I would try a HEPA filter to see if it works.
Not to me at least not at the OEM filter price. I keep my windows open most of the time. But I got aftermarket 3 packs of activated charcoal filters for the 21 PP from Amazon. IIRC, it was less than $20 for 3 filters.