I've been using a Danish made one called Nifisk King for more than a decade now (which I bought second hand btw) and is still going strong. As you said, the bags themselves are a filter, but there's also a second filter that sits in between the bags and the inside of the vaccum (which btw, you get free every time you purchase a ser of bags), and of course the main HEPA exhause filter, which almost never gets dirty (had to change mine only once in the past decade).