I keep one of the pleated filters on my vac and I also use the bags. Cleaning the filter is a pain and is a messy process which is avoided with the bag. If you make a cyclone or Thein baffle before the vac the bags will last a good while before they fill up
I have both Lie Nielsen and Veritas planes and both are wonderfully made and a pleasure to use. Neither needed any work out of the box.
A 5 or 5 1/2 is a good first plane. You’ll be able to flatten boards like you want and joint smaller boards as well. Flattening can be quite a bit of work where the lighter, smaller 5 will allow you to work longer without needing a break. I do like the extra weight of the 5 1/2 when using it with a shooting board though, especially end grain.
Chris Schwarz recommends a low angle jack as a first plane for beginners.
https://blog.lostartpress.com/category/handplanes/