We have air filters basically for wildfire days. Mostly, I'd rather have windows open.
A basic air filter should push air through some kind of a filter medium, which should, in turn, collect particulate matter. The box fan plus furnace filter is not a bad substitute, but a purpose-built air filter will usually use a centrifugal blower for lower noise, higher capacity, and better efficiency. Check the price and policy for replacement filters before you commit to a subscription or sign up for years of $$$$ replacements. Do replace the filters when they need it. I go based on use rather than months, because I don't run them often. The other thing is to match capacity with volume of air in your house.
Do
not use the "ionize" or ozone function if there is one, and do not pay extra for this function if you're selecting a filter device. (The Detail Geek, an auto detailer on YouTube, makes correct use of a standalone ozone generator by putting it in a car for several hours
while he doesn't hang around, if there's a biohazard or odor situation. It's not something to leave cranking in your bedroom while you sleep there.) This video debunking the Himalayan salt lamp also shows an ozone generator and measures the results.
https://youtu.be/ZQ--scjcAZ4?si=393QJUa65qtytH-JI would also question the need for any kind of "smart" features. Mine is supposed to vary the speed based on measured air quality, but I think the "off, 3,2,1" control on my $25 box fan would be sufficient. I don't really need to be able to control it from my phone, either.