If you have a HEPA filter in a shop vac, putting a felt or paper bag in the canister to trap the dust will help keep the filters clean of the bigger debris, But what will eventually clog your HEPA filters is the tiny dust, which is going to sail right through the felt bag. Been there, done that, and for my shop, self cleaning HEPA filter vacuums are the way to go. I'll still put a bag or cyclone on the vac, because even self cleaning filters have to be cleaned or replaced eventually and keeping the big sticky stuff off the filters helps.
As for hanging air filters, if they are using furnace filters, that's not good enough. That "filtering to 1 micron" only happens when the filters are fully loaded, and the unit is barely moving any air. Anyway, you really want to be filtering down to .5 micron or smaller, that takes at least MERV 15 filter material. I've yet to see a commercial hanging air filter with a filter that good. I have seen a couple versions of home made ones with MERV 15 or HEPA filters on the web.
Down draft tables are another thing I have been greatly disappointed by. I thought I could solve some dust issues in my shop with one. I spent over a year researching, going to trade shows, etc.. The vast majority of tables out there have poor filters, and/or don't move enough air to get those really small dangerous particles. There are a couple that use MERV 15 or better filters, but poor design means the filters are guaranteed to clog quickly, and any with a table big enough for our uses didn't move enough air. I'm focusing my efforts now on trying to catch the dust at the tools, with mixed success.