Any decent shop vac should work fine if you can stand the noise.
I have mine hooked up to a rather anemic portable/under-counter type dust collector. Suffice it to say it doesn't suck as much as I'd like, but for pulling superglue fumes or sanding dust it works pretty good.
If you're just sanding a forearm or a butt, you can also close off portions of the table with sheets of sandpaper...the suction will keep them in place and this allows for more vacuum where you're working. One drawback on my design though is it's made for a full butt or shaft, so anything smaller would pose a problem. Maybe the next one will be in modular pieces.
Frank