I studied indoor air quality in graduate school, and this is what my advisor told me about them - They can work, you just have to make sure you get one that moves enough air for the room you want to put it in. I think most say on the box what size rooms they will work for. Just make sure you don't get an ionic one, because they produce ozone, and the ozone guards don't work well.
With that said, we have a Honeywell one with a carbon and HEPA filter. I've noticed the carbon filter works well to get rid of irritating odors (paint fumes, etc), but I haven't noticed that it helps with allergies. But I still use it every night because I like the white noise (it is loud!).