Ive got a old vax wet dry hoover, used in wet mode. Its not the best suction in the world but I also have a swarf hoover gun which fits on the end of the pipe and my airline, which creates a stronger venturi and could splinters out your hand when the two are combined. In fact its one of these :-
http://www.royalprod.com/product.cfm?catID=14It wasn't a lot of money as I managed to snag one off ebay usa when the dollar/pound was good (for europe!) and sure beats splinters from stainless cleanups. I use my mill with full suds, so the chips are often very soggy and heavy with it so a bit of a challenge for a normal shop hoover...
I blew out the motor in the vax and it had swarf in it, so Ive got a ash can seperator and Im going to experiment with it inline when I get set back up. I already know the can is up to it as we used it a few times with our numatic henry to clean the wood furnace out, until my wife decided to get one with a motor on it already to make it easier.
You could probably make the gun fairly easy as it is just a venturi with a trigger valve for the air input, but for me time is more precious than buying the odd thing in premade...