I personally prefer GC-MS to HPLC for PAHs. If you are going to run PAHs in air then you are trapping them on some sort of media (XAD, filters, etc.). You'll need to extract them off of the resin or filter, which you typically do using methylene chloride (DCM).
You can blow down the DCM and bring the PAHs back in acetone, then dilute the acetone and run SPE if you wish. I don't think you'll have enough interferences in air samples to warrant the SPE cleanup. I have run hundreds of air samples and never had to resort to SPE - it really is more of a concentration method for water than for air.
If you do not have GC-MS (i.e.., you have GC-FID or PID) then I would move to HPLC. Again, if you have GC-MS then I personally prefer that to HPLC. If you move to HPLC then you need to exchange solvents, so you would dry down the DCM and reconstitute in methanol.