I built one using a squirrel cage blower, it SUCKS.. really.
Basically, I mounted the blower over a hole in the floor, and built a box on top of it with 1x2 wood slats on top, spaced 1 1/2" apart. The way my shop is built, the dust blows down under the building, and outside. The blower could also be mounted to the wall and blow out the side. I live out in the boondocks, so the dust isn't a problem, but if you have neighbors, it wouldn't be too hard to build something to contain it. Squirrel cages work best when pulling from an open area, rather than ductwork, or a baffle with small holes. Also, remember to feed the squirrels, or they will stop turning the fan.
Things I need to add are: a screen below the top, to keep fallen objects out of the blower; and a door at the bottom, also with a screen, for sweeping floor dust into.