Before I bought my Festool CT26, I called Festool and asked about turning it on and off. They told me it is made for that and continuous running. I h ave my saw plugged into it so it comes on when I turn the saw on. I also like the fact that it is a HEPA vacuum and not just a HEPA filter...
While expensive, it is a solid vacuum that I have been using for a number of years.
However, more important than the vacuum is the design of the dust pickups. You need to pick up above and below the table. With all dust collection, collecting at the source is a key. Blowing the dust around is not good at all.