Air quality is an issue in a growing number of communities year-round, even without the increasing prevalence of wildfires.
(Airnow is a great resource for monitoring your air quality, via their app or via your browser:
Bad air quality is associated with all sorts of negative effects. So I make sure my HVAC filter strikes a good balance between cleaning the air without struggling to suck air through, and I have a collection of high quality air filters.
I personally have been using the Coway Mighty for 5+ years throughout the California wildfires, and think it’s great.
Two potential issues:
1. level three is a bit like a jet taking off, so use “auto” with caution.
2. The light doesn’t turn off, so I keep a sock on the top — I’ve heard that a newer mostly identical version might have a light that turns off at night.
Here's the Coway Airmega 200M
Update: I use the Coway Mighty in bedrooms, but in common spaces, I use its big brother, the AirMega 400S or 400 which is rated for 1,560 sq. ft. (and I got one for my stepmom's classroom to help with air-exchanges as she deals with covid + wildfire smoke).
If you catch it on sale (check the two models listed above as well as white or grey—they both look sleek), you can find it as low as $350 and it can filter a ton of air without cranking up to jet-engine speeds. Replacement filters are expensive, but I've read that the filtration is actually still quite excellent long after the filters are due to be replaced.
See also: Advice: Open a window whenever you use a gas stove for info on bad things you can’t just filter out.