I have a pieced together dust control system very similar to the new Scrollnado, which takes the dust away right by the hole, both at the top and bottom of the table. Works very well with my Fein vacuum. They are quite pricey...around $400, and even they don't last forever. I've been scrolling for about 15 years, and am on my third vacuum.
I use my saw many hours a day, but don't have the vac hooked in with the saw. As was stated, the constant on-off really shortens the life of the vac, and at that price, I don't want anything to shorten it!
Nancy