One weekend, Bunnings had a shop vac for sale at a ridiculously cheap price, so I went down and got one. It lasted long enough for me to learn that it's easier to avoid a mess than it is to clean it up afterwards. And that no two dust extraction ports are the same size.
I followed (loosely) the advice of some youtube videos, and build a cyclonic dust extractor separator for the machine. 90+% of the dust winds up at the bottom of the bucket, and not in the vacume cleaner bag. I also got a washable, resealable cloth vaccume bag from the Trade Depot. It hardly ever needs emptying :-)
When the vacuum blew up, I took it back to the shop. The guy there said they either die pretty fast or last a while, but the model with the power takeoff was no longer available, so I upgraded with a Karcher.
I am trying to get everything to fit onto a 35mm plastic pipe fitting. They are cheap, and about the right size. It does mean trying to attach a suitable pipe to the tools - which isn't always easy.
Anyway — after a bit of experimentation, I have a working system. It can attach to the hand sander and to the router, and I have a branch that can be blocked to use with a hose to clean up. I would like to expand on it, should not have put a flexible pipe between the vac and the buckets, and should have gone for bigger pipes to cut down on the drag, but, hey, it works.