We've gone through all of the cons and pros of the 4 different dirt capture systems. Now for my conclusion. In my experience,
Cloth bags are more expensive than regular bags, though you have to change them less, but the mess in my opinion is just not worth it.
With bag-less, your vacuum will start to lose suction when your filter gets dirty, and then you’ll have to replace the filter ($$$).
As for the water filtration, I just wouldn’t go for it. Again, the problem with having water near your electronics is that there is water near your electronics.