I have a re-purposed whole house type vacuum with a Dust Deputy in the line ahead of it that I use for my lesser saw dust producers like my scroll saws, sanders, drill presses, etc. but I also vacuum the shop floor and have an inlet in the outside wall so I can take the hose outside and vacuum the cars and trucks with it. The exhaust from the vacuum is to the outdoors, so even the micron sized dust that might get past my Dust Deputy never gets into my shop air. In 4 years I have never found more than a trace of dust in the collection container of the vacuum unit. The Dust Deputy is doing a great job. It's sitting on top of a 20 gallon metal barrel that I have to dump about once per year. With the small household pipes and hose it isn't used for my large chip producers, but it does a great job at keeping my lungs clear of the tiny saw dust.
My largest chip producer, the DeWalt 735 planer, is always use it outside the shop in the driveway with the accessory collection hose feeding into a 60 gallon plastic barrel. That planer can fill the barrel in a couple of hours. My Unisaw collects it's saw dust in the bottom of it's cabinet, and I shovel it out about 2 times a year.
A Shop Vac needs a Dust Deputy ahead of it if you will be using it in the wood shop or you will be cleaning the Shop Vac filter often. I have a second Dust Deputy on a 5 gallon bucket that always gets used with my Shop Vac. The suction level remains the high until the 5 gallon bucket is full. With fine sanding saw dust and no Dust Deputy the Shop Vac will loose suction in less than 1/2 hour of sanding and the vacuum will only have a small amount in it.
Charley