A few nights ago I took 30 minutes and made a 'cyclone' separator to go in front of my vacuum. I usually used my vacuum to clean up the shop, and would go through a number of relatively expensive vacuum bags (I use them to help clean up fine particulate like grinding dust). Now I just dump the pail and the bag stays relatively clean. Naturally I made a video of the project (which took longer than the project to do
I don't know how well the 'cyclone' will work for fine particulate such as saw dust. Most designs use a cone shaped funnel on top of a pail of some sort. This one is much more rudimentary, although I'm going to try vacuuming up some saw dust to see how well it works. I don't do very much woodworking anyway so it's not really a big deal.
It was a lot less money than a purchased unit. I spent about $30 including the hose. The Dust Deputy, which is a great product, is north of $100 where I live. The savings will naturally be spent on more tools for the shop of course.