A few months ago I have bought a cordless vacuum cleaner from Makita, the DVC750L
http://www.makita.biz/product/category/cordless/dvc750l/index_h5.html#1Since I have some tools from Makita, including the Li-Ion batteries, it was a logical choice for me.
The cleaner performs very well, it has 2 stages, it is easy to clean and if you are using the 5Ah
batteries from Makita one can use it for 1/2 h on stage 2 which is more than sufficient for me.
The cleaner can also handle water.
Downside is: he is a bit loud.
I do really like it and can recommend it.
Edit: Oh, I saw you want one with a bag. Well, this rules out the Makita, because it has no bag. Sorry.
Edit 2: Image link fixed.