A combination of my "vacuum near drill point" answer and @mrks' mini-vacuum Karcher device answer: You can get a (hopefully) universal vacuum cleaner collector attachment for collecting drilling dust:

and then you can use your large independent vacuum cleaner; the head should attach to the surface you're drilling into by the force of the vacuum:

However, with some of these attachments, you lose visibility of the drilling point.

A combination of my "vacuum near drill point" answer and @mrks' mini-vacuum Karcher device answer: You can get a (hopefully) universal vacuum cleaner collector attachment for collecting drilling dust:

and then you can use your large independent vacuum cleaner; the head should attach to the surface you're drilling into by the force of the vacuum:

However, with many of these attachments, you lose visibility of the drilling point. I wonder why they can't make them using clear plastic.

A combination of my "vacuum near drill point" answer and @mrks' mini-vacuum Karcher device answer: You can get a (hopefully) universal vacuum cleaner collector attachment for collecting drilling dust:

and then you can use your large independent vacuum cleaner; the head should attach to the surface you're drilling into by the force of the vacuum, just like the Karcher device:

_{(Yes, I know this image doesn't have the exact same dust collector attachment.)}

A combination of my "vacuum near drill point" answer and @mrks' mini-vacuum Karcher device answer: You can get a (hopefully) universal vacuum cleaner collector attachment for collecting drilling dust:

and then you can use your large independent vacuum cleaner; the head should attach to the surface you're drilling into by the force of the vacuum:

However, with some of these attachments, you lose visibility of the drilling point.