I saw them when I was in America once and always thought it was a good idea, plus I love gadgets!
There are lots of benefits too! Not least the fact that old air and dust aren't recirculated around the house. (these units vent externally, or into a non living area)
Additionally they are almost silent in operation, the unit needs very infrequent maintenance, the dust collector is so large that it only needs emptying every few months and you don't have to carry a large heavy vacuum around the house with you. Cleaning the stairs is especially easy (and especially difficult with a normal vacuum cleaner)
Step 1: Design
The main things to consider are the pipe run itself (and trying to hide as much of it as possible) the location of the outlets to provide best coverage of the house and the vacuum unit itself.
Step 2: Installation
I already have some stuff in the corner of the loft, such as a fileserver and bathroom extractor fan so this seemed like an ideal location, it is also near the external wall I'd planned to run the pipework down and close to a source of power (these units need a standard 13amp socket or fused spur)
The first job was to build a small mounting frame for the vacuum unit that would support its weight. For this I biscuit jointed up some planed softwood to make a pretty simple mounting frame that was then screwed to both the loft floor and the roof timbers.