I use a CPAP machine, as I've mentioned, and it has made an immense difference in my life. The machine as I received it came with a primary gray reusable filter that I swap out with a clean one and wash every two weeks, and a secondary white disposable filter that I replace monthly. Both filters sit in the machine's air intake to clean the air that I'm breathing.
The primary filter (top) is supposed to catch large particles, while the white filter catches fine ones. At the left are the filters before installation and at right after use. I wash the gray filter for later use, while discarding the white one. You should be able to see that the white filter is discolored from the particulates it captured.
I figured the double-filter system was sufficient, but now I'm not sure. A little over six months ago when I restocked on CPAP supplies (new mask, hose, headgear, and filters), I decided to try something CPAP.com called an anti-bacterial filter that installs between the main hose from the CPAP and the short hose that attaches to the mask. The instructions say to replace this every six months. The first six months ended this week, and I was astonished at what this tertiary filter collected.
The filter on the left is new. The one on the right just came off the CPAP after six months. The end facing the camera plugs into the hose from the CPAP. The other end plugs into the mask. Look at how much crud this filter caught!
I was slightly skeptical about this additional filter, but now that I've used it for six months and can see just how much it's filtering out, I'm convinced that it's worth it even if it's not actually capturing any bacteria. Just the amount of additional particulate matter it's intercepting is worth using it.