The first thing that comes to mind is to use a device that is directly intended to collect dust. A household vacuum cleaner.
Removing the nozzle, the pipe is included vacuum cleaner should be placed as close as possible to the site of the future hole and begin drilling. The cleaner will perform flawlessly – almost all the dust will be drawn into his bin.
If the holes are quite common, it makes sense to get a nozzle with a special dust cover, especially because such nozzles are available from many manufacturers of tools and construction equipment. In this cases all the debris from the hole will be guaranteed in the vacuum cleaner.
the Envelope and other tricks
You can do without a vacuum cleaner, in this case, the role of dust collector will perform the envelope into an expanded pocket of an arbitrary size, which is easy to glue yourself from a sheet of paper.
Before drilling the envelope with the help of masking tape fixed to the wall under the next hole. Drilling a hole, the envelope with the collected therein the dust and debris gently unstick from the wall. The floor underneath is made in the wall of the hole and the surrounding space will stay clean.
You can do a postal envelope. To become similar to the pocket, insert the upper part one or two matches in the form of struts.
In the case of using a hammer or a drill in the impact mode is recommended instead of envelope glue out of paper the likeness of a deep box without cover, before you start, attached to the wall using masking tape.
If the hole does not have to drill in the wall and in the ceiling, the dust is better to use a conical envelope, a folded sheet of paper.
The drill planted the envelope through a hole in the bottom, with one hand hold the envelope against rotation and the other holding a drill and drill the hole.
Instead of an envelope you can use a disposable plastic Cup. The technology works in this case remains the same: one hand holds the Cup, and the second drill. Will fit for this purpose and a paper plate.
Good luck to you! Let you will succeed!