I've got a several multi-stepdown adaptors (Shop Vac brand from Lowes...they look like thick narrow funnels). I leave them duct taped to my two RO sanders and my 1/4 sheet sander. I also use one on my biscuit joiner. I connect them to my 2 1/2" SHop Vac hose, and although it's a bit stiff, it's better than not using it. If LOML would finally win the Lotto I'd buy a Festool or Fein.

To add a couple cents to the comment about using a downdraft table instead of hooking up a vacuum...the vac directly on the sander will provide much better sanding performance, as it evacuates the dust from the sandpaper as it's made. If you were to rely only on the downdraft table, the sandpaper would clog much more quickly.