I also have the ion filters. Yes, they do seem to work pretty well. Three dogs = lots of pet dander and my husband had a marked decrease in his allergies once we got the filters. They do a pretty good job on smoke as well...no one smokes cigarettes but we have table on the deck that has a fire pit in it...we made the mistake of sitting out by the fire one night and leaving the windows to the house open. The next morning the house smelled awful. I cranked the filters from low to high and by afternoon when I came home from work the smell was gone.
Smoke in general is really hard to get rid of...it just seems to sink in to everything especially fabrics. Since you think it is creeping in from a neighbors I would look in to putting filters in your air ducts (not just in the returns) to stop it from getting in in the first place.
Windsor (aka Loni)
a wasted youth is better by far than a wise and productive old age