Festool
Festool vacs are great (happy customer here!)
The [bigger] Feins have one thing going for it that the Festools don't: you can get a reusable fabric bag for the Fein. The Festool requires disposable bags.
The disposable bags for the Fein vacuums run about USD $13-15 per three bags (and USD $35 per bag for HEPA bags
). The reusable fabric bag costs USD $64 -- it doesn't take long to pay for itself. OTOH, the Festool bags are cheaper, at 5 bags per USD $26 (and if you need to go HEPA, the same bags are used).
I just checked the Festool web site and it looks like Festool now has a reusable bag (USD $177
) but it's only for "coarse dirt and big chips". Festool sez it's good for 500 uses and pays for itself after 32 uses.
Festool vacs also have three things going for them that the Fein vacs don't:
1. Filter shaker, to clean the filter. Means you'll be replacing the filter far less often.
2. Filter doesn't intrude into the dust chamber. Consequently, (A) the vac holds more than it would otherwise seem, and (B) more importantly, the stuff in the dust chamber won't clog the filter, meaning (again) longer filter life.
3. Systainers. These storage boxes

are all built on a common modulus. They latch onto the top of the vac and can be stacked/locked together. This allows you to put all the tools needed for the task at hand on top of the vac and wheel the whole enchilada to the job site.
So...
Fein bags are more expensive than Festool, but they have a reasonably priced fabric bag. Festool bags are cheaper and the reusable option more expensive. OTOH, the filters are likely to last longer. Festool also offers the systainers to lock on top of the vac.
Festool also offers a hose that incorporates an compressed air supply line for use with air tools and their larger vac. When properly connected, firing up the air tool will fire up the vac on demand. It also means dragging just one hose around rather than two. Fein doesn't, I don't believe offer this feature.
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