I have a Fein shop vac type unit with an optional HEPA 0.3 micron filter (5 micron is standard and there is also a 1 micro filter). They are expensive, but worth it in my judgment. I can't say enough good things about it. The filtration is excellent. I attach it to just about everything I have in the shop. Lots of accessories, all of top quality. One interesting one is a "splitter" that lets you attach two hoses to it at once, and thus use two power tools at once. The feature that I find handiest is that you can plug your power tool into the vacuum itself, set the switch to automatic, and the vacuum turns on and off when you turn the tool on and off (with a several second delay when it turns off, to clear the hose of debris). I have the mini, which is actually mid-size relative to other brands (the larger size seemed gigantic to me, and was larger than I needed or wanted). I use it with my porter-cable orbital sander, my table saw, my bandsaw, my bench sander, and other similar tools. They make a larger unit too (Turbo II). Woodcraft (if you have a local store) and Costaltools.com (if you need mail order) have good prices on them, quite a bit below retail. For example, I think the mini retails for $215 but Woodcraft has it for $149 and Coastal Tools for $139. The link below is to the larger unit at Coastal Tools.