It was reviewed in Woodturning magazine no.151. It wasn't exactly a glowing report ...
apparently the vacuum tube made it feel unbalanced (but I guess you'd get used to it),
also, the hose got in the way when he tried to turn left handed, which made gentle arcs a problem,
he says that it didn't get all shavings (though it did get the majority) so you still have to clean up after use,
unless the vacuum is in another room or soundproofed you'd have to put up with constant noise.
Personally, I'd avoid it as it just seems to be a gimmick. I've experimented with holding my extractor hose next to my gouge and it worked quite well. I'd only use it with dusty wood though. I found the noise a real nuisance.
My solution to shavings is to put a large dustbin under my lathe (or where the majority of shavings are landing). It certainly doesn't catch everything but it helps. For roughing out I often use the hand that's on the rest to deflect shavings where I want them to go.
However, recently I've started to rough out from square to round with a skew chisel after someone here mentioned it and seeing Stuart Mortimer do it effectively at a demo. It takes a bit of nerve at first but I now prefer it as the chips/shavings don't travel as far and I find it faster.
