You need to attack your problem in three ways.
First, you need a whole house filtering system for your heating and air system. Honeywell makes probably the best one, at least in America, not sure if they're available in other countries, anyways this is an electronic filtering system but it cost nearly $900.
Then add in room units, probably one in each room that you spend time in would be ideal. Levoit currently makes the best ones for the money, plus their filter replacements are cheaper, they make several based on the size of room it will be in. Their smallest one would not be very good. But the Core 400S, Core 600S, and the largest one the EverestAir are large enough to filter very well. However, the EverestAir filters at darn near the same level as the Core 600 does, but the Core 600 is half the price, so that's the one I bought. The other thing I found out is that you can get a universal carbon filter, cut is so it will wrap around the filter with no overlap, and use Velcro strips, the hook side, to keep the ends closed, this will act as a prefilter saving you from replacing the main filter as much. You can control it with your smartphone too.
Third thing you need to do is get an allergy/germ-capable vacuum cleaner, now the waters get a bit more murky, a lot of searching will give you different results. I bought a Shark Pro because it was the best, turns out I didn't think it did that great of a job! There is supposedly only one vacuum cleaner made that really does what it says it does, and that's the Air Storm Plus Hepa Vacuum, but the freaking thing is nearly $1,500, I'm not willing to spend that kind of money because I don't have a very bad problem, you might have a bad problem so maybe that vacuum is what you need?
Of course, frequent dusting and vacuuming is mandatory.