there are plenty of systems to express. the question is which eukaryotic system even other wise than Yeast, how much quantity you need and what is the application . depending on that the question can vary. I assume you want a mammalian protein and express in mammalian system. then Life tech has those CHO vectors which can you give you good expression up mg quantities. if you need industrial scale, there are ways to improve it especially with MAR elements in the vector which can give you gram quantities. TO come to the purification, there are several purification but most popular is His tag owing to its ease in purification. there is no need to have a vector these days to go for tag incorporated vector. one can simply synthesize it these days especially Gen script or Gene art does it .
You may find it useful to check our recent article: Front. Microbiol., 17 April 2014 | doi: 10.3389/fmicb.2014.00172, Recombinant protein expression in Escherichia coli: advances and challenges. We do a detailed review of the possible alternatives for improving the expression of proteins in bacteria.