I chose not to vent the Gator Cave as I would lose too much AC. I went with a filter by Blue Air. Here is the link:
http://www.blueairstore.com/blueair-400-series.php
It has performed well for me. You can certainly smell the smoke in the room when I am smoking. After I am done though, I spray some Febreeze air freshener and the next day you really can't smell much at all.
With the hole in the wall to the next room, though, I don't think that would be a good option for you.