I've been using the rectangular Rigid for years and like it.  The filter does attach with a threaded lock nut so it won't come off.  The hose is a little short, but hasn't really been a big deal and the fact that hose, power cord and attachments all fit inside is a big plus.  The shape and size is nice too because it's easier to store.  Mine fits under the lower shelf in the van nicely.  You can see the end of it in the photo below.

It sounds like a shop vac... not really quiet, but not any more annoying than other vacs in this price range.