I've been doing this for years using off the shelf filters you can buy at most any hardware store and a 20" box fan. I use the 2" blue masking tape to attach the filters to the fan and seal them so all the air that flows through them is filtered.

The blue tape comes off easier than cheap masking tape and without leaving any sticky residue on the fan.

I leave the fan running 24/7 and I've bought two of them in the past 15 (or more) years for my home office. I replace the old one earlier this year.

It's pretty amazing how much they grab out the air. I live in a pretty rural area and the road to our house is gravel and I'm surrounded by a forest so there's dust and pollen pretty much constantly in the air. And we have cats. Lots of cats. It's also amazing how much cat hair and dander they collect.

I can sure tell the difference when they're not on, and when I replace the filters after waiting longer than I probably should.