I used to be in a basement. I vacuumed a lot. The cold air return was upstairs, so I didn't worry about that. The furnace was in the center of the room, unprotected. One heating repair guy told me I should build a room around it to keep the dust out, so I did. The next heating repair guy was pissed that I did because apparently the room was too small for him. Happy to be in the garage now. My dust collection still isnt' great, but I like the space a lot better than the basement.