Greg:
I use the standard paper bags. The reason is that the TriStar already offers quadruple filtration- cloth bag, paper bag, motor filter and afterfilter. With that four-filter setup, there just isn't any blowback of dust into the room to speak of, so why pay extra for HEPA? My Luxes are nice vacs, but after using one, dust is visible much faster than with the TriStar.
BTW, if you need a manual, I can Xerox mine and send you a copy. It doesn't really have any earth-shattering secret TriStar lore in it, but if you're like me and enjoy having manuals for your goodies, I'm happy to do it for you.
And yeah, that floor tool is nice. I also have the rug tool that matches it. The whole setup really reminds me of the Compact C-2 I grew up with- Robert Seger has a beautiful C-2. Every time I use the floor and rug tools, I'm kind of transported back in time.
Glad you're enjoying yours, and glad I found one for myself- I was soooooooo jealous there for a while, LOL.