Drilling a hole in the wall is not really fun, but more annoying than the drilling itself is that you need to get all your furniture out of harm's way and clean up the dust afterwards.
Now there are several drill dust collectors available in commerce, ranging from plastic bubbles all the way up to tiny vacuum cleaners. But with just a piece of paper and some scotch tape, you can make one yourself in less than 30 seconds.
Use whatever tape you want, but make sure that it's easy to remove without damaging your paint or wall paper when done.
Start with the two required ingredients: a piece of paper and some tape.
Take a piece of tape about half as long as the paper and stick it to the paper, using half of the width of the tape.
Turn it over and bend the paper so that the parts with tape and without tape come together. No need to fold, just bend. Join the two parts together.
Now you have your "bag" to collect the dust. Make sure that there is no leak at the bottom of the bag, otherwise use some extra tape to seal it completely.
Take another piece of tape that's almost the length of the paper and attach it to the top edge of your paper. This will be used to attach your bag to the wall.
Mark the spot(s) where you want to drill your hole and attach the dust collector just underneath the first spot.
Drill your first hole. If you need to drill multiple holes and you have used good tape, you can carefully detach the bag after drilling the first hole and then attach it again below the second marker to drill the second hole, third hole, etc. If you keep the bag upright, you will not spill any drill dust on the floor.
When finished, just dispose of the dust bag and you've finished a clean drilling job without the help of a vacuum cleaner or dust bin!
If you have to drill a hole in the ceiling, this obviously won't work. Try this design instead.