You might be able to reduce the maintenance by concentrating the filtering effort on the places you are; put one right by the bed, your desk, etc. Only run them when you're actually there.
More filter area and thickness gives more time between changes (but also more time for stuff to grow in the filter, if you're in a humid place). Commercial things are always tiny little things anyway; build your own. Go get some of the washable 20x30 filters and cardboard, duct tape, and a fan. If you want to get really fancy you can get a speed controller and run the fan at low speed so its quiet.
For any one person fresh natural outdoor allergens like pollen may or may not be better or worse than accumulations of indoor pollutants. And there can be major differences at different times of the year.
If you're extremely sensitive to spent filtration media, that could be a strong sign that the filtration process is being fairly effective.
You may also not need to run them all the time. Perhaps only run them if the air quality is bad or at night when it's too cold to keep the windows open, etc
Alternatively, have you done maintenance on your air ventilation system in your house? They should have HEPA filters as well. That should help.
You can also do a mold test. A simple one is leaving a cup of water near a wall and wait a couple days to see if mold grows on it from a free-floating spore.