Miter Saws are messy, nothing is going to catch everything but we have been fairly disappointed in pretty much all the vacuum attachments on miter saws. For a shop purposes simply building a Miter saw Dust Collector seems like the obvious, most economical solution. Certainly it’s not a 1 size fits all solution as there are many sizes and styles of miter saws out there. BuildSomething has this Miter Saw Dust Collector Free Plans which is a terrific starting point you can tailor to your needs.
Two of our favorite miter saws would be the Bosch 12″ Glide Saw GCM12SD ($599) for shop use and new cordless M18 FUEL Miter Saw 2734-21HD ($599 with FREE 2nd 9.0Ah) for on the go jobsite portability. Both are excellent saws but with very different PROs and CONs. Understanding your needs before selecting a miter saw is going to make it way more functional for you.