I retrofitted one into my home. I bought the whole kit on the internet for about $600.
Advantages:
Noise is outside, in the garage. A muffler is available to further quiet it
Fine particles of dust that pass through filter also in garage, not in house
Very powerful suction
Wife insisted on it, now she vacuums while I drink beer
Just one dirty bag to empty, and lasts 6 months between emptying
Disadvantages:
20 foot hose is kind of bulky to haul around
20 foot hose doesn't reach extreme end of my added on porch
Hose can be rough on interior trim corners, if dragged
Blows warm air out of house, cold air leaks in to replace it (minor issue)
Overall, very happy with it and it sure would be easy to install during construction. Retrofitting is much harder! If unsure, plumb in the piping now for a nominal cost and add the power unit later.