vacuum cleaners

I am wondering whether to get a "bagless" or "bagged" vacuum cleaner. Until now I've only used the bagged kinds. If anyone reading this has experience with any of the recent bagless models, I'd be interested in your opinion on them. How messy is cleaning out the dirt compared to changing a bag? How often does the filter need to be replaced or cleaned? Does anyone know of a model available in the U.S. which has a filter which can be cleaned instead of needing to be replaced?