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What is the best device to go from hardwood floors to carpet/rugs?

Is there a good vacuum that can clean both?

Upright vacuums work best on carpet because they use an agitator (that spinning brush that is turned by the belt). The agitator is not useful and can even damage wood floors. You can either get a hose and wand attachment to connect to your upright vacuum or, better yet, get something like the 2 in 1 model made by Hoover – comes with both upright and canister. See the link below. Good luck!