This is a quick 3D print to support a vacuum when machining plastic on my small CNC mill. The next upgrade would be a nozzle that lets the suction get closer to the tool.

The canister vac that hose is connected to is one of my best purchases. I added a remote on/off switch, which you can see taped to the handle. It has a 30' hose, so it reaches basically anywhere in the shop, and it has tons of suction. A cyclonic separator means I basically never have to change the filter.
Making cleaning easy is a good way to help it get done. One thing I've always wanted to do is install a hose reel for the vacuum, or maybe even attach the hose to an overhead track to make it super trivial to run it around the shop.