Working with wood (and routers in particular) can cause a lot of dust. I realized early on that dust collection would be an essential part of the project both for cleanliness and my health. I chose to use a Shop-Vac instead of a traditional dust collector because it's smaller, cheaper, and has the option to use a HEPA filter. The specific model I chose was a 3HP, 6Gallon, "Quiet" model. The "Quiet" series is a bit misleading since it's not even close to what I would call quiet. I think a more appropriate name would be "Quieter" since it's not as loud as my regular Shop-Vac. It's still loud enough to require ear protection though, so I built an enclosure out of 2" micro-cell foam to make it quiet enough to use without hurting my ears.
Unfortunately wood dust will clog up a Shop-Vac pretty quickly and it's a pain to clean the filter. I decided to use a cyclonic separation system so that most of the dust would end up in a separate bucket that could easily be cleaned and prevent the filter from clogging. I chose the Dust Deputy by Oneida Air Systems:
It works extremely well in this application and I just have to dump out the bucket every few days. I haven't had to clean the Shop-Vac filter yet!
The next problem was conveying the dust to the cyclone. I wanted to be able to use other tools with the system, so I added a few blast gates with connections for 1-1/2" and 2" hoses. The CNC mill itself was a bit more difficult though since it's always moving. I found some springy 2" hoses from Rockler that worked perfectly for this application. They could expand when the machine moved away and spring back when it returned. I used one long segment for the X-Y plane and another shorter for the Z axis. The hose starts at a gate on the ceiling, connects to the Y carriage with the longer segment, and then connects to the dust shoe with the shorter segment. All the miscellaneous fittings and connections are actually just 2" diameter ABS pipe. It was a lot cheaper and easier to obtain than special "dust collection" fittings. They're probably not as smooth internally, but I haven't had any blockages yet.
The dust shoe itself is connected to the Z carriage using a 1/2" aluminum rod that attaches to the router mount. The dust shoes were cut out of a 0.65" piece of HDPE with strip brushes pressed into a channel in the bottom. There are two large holes for the router and vacuum and a small hole
that I pressed a 1/2" aluminum rod into for height adjustment. On the
bottom side there is a 1/8" channel that I press fit the strip brush
into. The hardest part was figuring out the relative placement of the
holes since K2 doesn't publish models of their mounts. Once I figured
that out I made a prototype with mdf to test the fit and then did the
final one out of HDPE. The HDPE was actually leftover from a custom
cutting board I had made, but it worked really well for this
application. It's thick, cuts wonderfully, and is elastic enough to
allow pressure fitting. Originally I was going to make it with acrylic
(like the limit switch mounts), but I don't think it would have worked
as well. I made one shoe with a 1" brush for shorter bits and another with a 2" brush for taller bits. I looked at the possibility of making one with a 3" brush, but found that when fully compressed the bristles could contact the bit.
 
Another enhancement that I made to control dust was adding some acrylic shields to the side of the table. They just sit in an aluminum channel, so they're easy to remove and I have two different heights depending on the application. They cut down on the amount of debris that falls onto the X rails. | 
