The best thing in the world for getting fur off is a rubber dishwashing glove. Scrape the furniture or whatever with the glove, and all the fur just comes up into a ball and can be picked up or vacuumed up. I also have a rubber bristled broom that I sweep the carpet with. It's scary how I can vacuum and then take the broom to the carpet, and still get a huge pile of fur off it...
I'm terrible. My house is awash in pet fur (two dogs, three cats) and ever since I've replaced a lot of the carpet with laminate and tile, there are tumbleweeds everywhere. At least it's easier to see now!
Kim had a good point about the allergies - my ex was allergic to the cats, and had to take antihistamines every time he visited for the first few months. Over the course of the three years we were together, he completely grew out of it - so guess increasing exposure works for some people.