Do you purify your air?

It seems like I'm always reading how the air inside our homes is much worse than the air outdoors. I think it has to do with modern construction -- that our homes are much tighter, and air doesn't circulate as well. Also, certain materials like nylon carpets or laminate flooring can be off-gassing, which contributes to nasty air. We can't all afford to rip our homes apart and rebuild with all green materials, so is an air purifier the answer?

First, how do you know you have bad air? Do you have to be suffering or have some sort of reaction to detect the bad air? Or can you have it tested? Secondly, if you have an air purifier has it made a big difference? There are a ton out there, so how do you know what to get? My husband's doctor recommended an air purifier in our bedroom for health reasons, and we've done some cursory research. But it is overwhelming...and expensive! Any insight?