I love the Cat and Dog too. We used to have a central vac. system (Canada) but this is better. Doesn't bash up your walls and easy to take up and down the stairs. When we bought it we did quite a bit of research <nerds> and it was supposed to be "the best".
I have the miele cat dog, it's now 10 years old and I was also v fed up buying bags. I tried the unbranded ones from eBay and they were nowhere near as good as the proper ones
It is good with pet hair, but fairly hopeless with girl hair. We've got 2 cats and two very hairy girls!
We bought a bagless Samsung from tesco a couple of months ago. It's much better at hair than the miele, but the filter gets gunked up quite quickly. It needs rinsing under a tap to clean, but then must dry for 12 hours, so can be a bit irritating. I've stopped rinsing it now and am using the miele to clean the samsung filter!
Argos do the bags but blimey the price! Mine come from the local indie white goods shop at a tenner for four. Though it was much better when we got five for £6.99 before the £ lost so much value against the
(just found them here for £8.99 for 4 plus £1.50 per order P&P, so buying more than one box works out cheaper than my local.)