Necessary. I used one of these Vacmaster Professional Shop Vacs and was very pleased with it. I put it through the ringer and it survived through all my home renovation projects, including on all of my windows. This was the cheapest vacuum I found that had an EPA’s RRP certification (RRP = Lead Renovation, Repair and Painting) too. This means that it not only has a HEPA filter, but a good one. I felt very safe using this. You will likely need one or two extra bags – make sure to use the High Effeciency Dust Bags.

High Efficiency Dust Bags ($17)