It was said earlier that air powered sanders don't have dust collection.

Dynabrade have 3 flavours of palm and many other sanders in different sizes. You can get them without any dust collection, self generated vacuum and central vacuum (attaches to a vacuum cleaner). They do eat a lot of air but being small and coming in more types and sizes than electric, they can be more useful.

http://www.dynabrade.com/dyn10/conte...ch=palm+sander