I've bought two rugs in the past year and both of them (one cheap, one fairly pricey) have shed like crazy. It doesn't help I play with my baby on them and the cats like to sharpen their claws on them, but they look like shit after about 10 mins of wear. I could hoover these mofos about 3 times a day (I don't, but I could) for them to look ok.
I knew there were some rugs which didn't shed when I lived in Asia, but can't remember the brand name or what I should look for.
I bought these rugs from funkyrugs.co.uk. Mighty pissed off that they are not fit for purpose.