Cyclonic dust separator vacuum cleaners can remove even the smallest bits of dust out of the air. This means that once the dust enters the vacuum it does not go any further then the vacuum bag or container. The dust separator even keeps dust and dirt from getting sucked into the vacuums motor and other sensitive mechanical parts. Thus adding to the life and performance of your vacuum.
So just make sure you do your research because lower priced vacuums may cost you more in the long run if they do not contain a quality dust separator.