Yes they do take some space but even in my tiny house (400sf) it is worthwhile. Especially after kids and pets have been running through the house, and I can see all the big stuff the outer filter caught!
I have the Honeywell Insight Series, Models 5220, 5250(I think) and 5550. I turn them off if we are going to be away for more than a few days, otherwise they are always on. The largest one automatically turns itself up if the air quality is poor - if it does that and I'm not cooking, I know the outside air quality is poor and close up the house.

I also can tell you that when I run them, I have to dust my house less, so I view it as an "energy saving device"😉