Hey everyone! Your friendly and knowledgeable air-quality scientist ringing in on this one:
Humidifiers are mainly problematic for people with sensitivities to mold. The reason is, mold loves to thrive in places that are moist and warm (bowling shoes for example). This makes them a little bit risky for CFers, but not something to avoid entirely. The main things to consider when using a humidifier are:
1. where it will be used
If you're using it in a heavily carpeted room, make sure you set the humidifier up on a table or dresser to minimize the amount of vapor that hits the floor.
2. how often it's used
If you plan to use it on a daily basis (as opposed to just when you have a head cold or something) be diligent about cleaning it and wiping it down. The longer the water in it sits around, the more likely you'll get something icky growing in it. Remember, something doesn't need to look like pond scum to be unhealthy.
The cool mist humidifiers are the best way to go. Something else to consider that may sound a little wacky (honestly, I'm not usually into such "tree-huggy" solutions like this) is to get a small philodendron plant and put it in the room in which you spend the most time. Philodendrons are good because they don't blossom (which is problematic for allergy sufferers). As the plant uses the water you give it, it adds just a touch of humidity.
Even as I type that I can't believe I did so. I will say from experience though that when I had a philodendron on my nightstand during college, I didn't have nearly the nosebleeds from dryness. I know, I know...corellation does not imply causation, but if you don't want to shell out the big bucks for a humidifier, treat yourself to a happy little houseplant.
And don't forget to feed him, Seymour!