I have an Oneida HEPA cyclone and find that, for the most part, collecting at the source is the best and, with the HEPA filter, most of even the finest dust is collected. However, some does escape. Also, there are times when I work on my table saw or other tools that more than normal escapes the dust collector. (For example, the other day, I made quite a few cuts with the table saw blade raised all the way. A much higher volume of chips and dust escaped than normal.) I have found that my shop is actually very clean and I attribute that to the use of a great cyclone dust collector (for my planer, jointer, bandsaw, drill press, router table, and table saw), a Festool CT for work with my TS55, sanders, routers, and Domino, and the ceiling mounted air cleaner that I have running the entire time I'm in the shop working plus for 30 minutes or more after I quit working.
I'm sure you will get a wide range of opinions. I wouldn't be without the air cleaner. It is just a further opportunity to clean the air. None of them have HEPA filters standard, although JDS makes a very expensive HEPA filter which is (according to them) a one-time use filter. Therefore, these air cleaners will not filter the tiniest particles, but do, however, get 91% of the 1 micron particles (HEPA filters down to 0.1 microns I believe) and there is some of those 1 micron or larger particles floating around no matter what you use for dust collection.
I have no scientific measurements that would support my opinion, but, for the few hundred dollars they cost, I think it's worth it as another line of defense. I still almost always use a powered dust mask (Trend Airshield Pro) especially when I'm working with the table saw which seems to be the least effective with regard to dust collection no matter what I do. Also, I use the dust mask when I'm sanding for long periods regardless of the Festool superior dust collection.
I just feel that it's something you shouldn't take a chance on.