I’m a drywaller, that’s a trade that’s tough on shop vacs. I can offer a bit of advice.
Go large. Small tools of any type are generally for guys with office jobs, and housewives.
Always use a bag. I know they have a cannister filter. Doesn’t matter. Use a bag. Generally there are two types available, “normal” and fine particle. I use fine particle “drywall dust” bags.
Personally I use Shop-vac brand, 6.5 gallon size. That’s the type sold locally, and I generally get two years of all day, every day use.
I plumbed it into a home brew central vac system in my shop. I have a sandblasting cabinet there. On greEdBay I bought a little dust cyclone. It attaches to the top of a five gallon plastic pail and acts as a pre filter for the vacuum. Works super slick. I use it, followed by the shop vac with a fine particle bag. If you have a shop vac plumbed in, buy one, follow the directions carefully, and you’ll thank me.