I've been through a few vacuum cleaners over the years. Started with a cheap (£30) little thing that soon died.

Then bought a bin style one for around £100. But this was very noisy (brushed motor) and whined. Eventually this died as well.Something like this one:
http://www.charnwood.net/shop/produc...ractor-1?cid=8

Been using a Henry for a while now and it has been great. VERY quiet (no whine!), plenty of suction, easy change bag, small and mobile. Runs for ages without getting warm (possibly because they are designed for commercial use?).
Bought mine at a local supermarket, but here is a random link to show you what it looks like this:
http://www.currys.co.uk/gbuk/home-ap...151025215151:s
Would recommend it.

Adding an intermediate collector (dust commander etc) as you mention is also worth thinking about.