I'll add my 2 cents here. Dan hit the nail an the head there is a sort of a sweet spot for the vac suction for each sander/grit. If you are using a shop vac, dust collector or a Festool vac at full suction you aren't getting the most from your Festool sander.
In part, I agree with Nick, there is a learning curve to using sanders to get the best possible results. Where we disagree is with the "let the sander do the work" term. Nick isn't necessarily using this term in its correct context. Letting the sander do the work is a reference to the user not putting excess downward pressure on the sander or using the sander's pad on its edge. Most Festool sanders (and sanders in general) require little or no downward pressure to achieve optimal results. Excess downward pressure or using the edge of the sanding pad can do a couple of things, first it generates heat. Too much heat can melt some finishes (like paint) instead of sanding them. You'll end up with a gummy mess on the paper/disc (we've all been there before) and you may use a lot more paper/discs to finish your job. Another thing excess heat can/will do is melt the hook and loop of the sanding pad, this greatly reduces the life of your sanding pads.
Pushing down too much or excess vac suction on random orbit sanders can slow down or stop the rotation of the sanding pad. This can cause swirl marks. When the rotation is stopped or greatly slowed the rotation you've basically turned your RO into an orbital sander and that is a steep backwards. Festool has taken the time to work out the optimal ratio between the speed of the orbit and the rotation of the pad for our benefit, so I'd recommend letting the sander do the work.
Most Festool sanders work best when the suction is fairly low, this is especially true of the orbital sanders. The RO sanders, this includes the Rotex sanders, will work well with the suction about half way. The Rotex sanders are powerful and will work with the CT vacs at full suction but not necessarily at their best. The goal is to find the amount of suction that collects virtually all of the dust, no more suction is needed beyond that.
As Dan mentioned there is a point when the sound of the sander changes as you increase the amount of suction. That change of pitch is the motor coming under a slight strain from the suction. Once you reach that point you should back the suction off a little. Increasing the suction beyond this sweet spot will have an insignificant or no improvement in the dust collection and can increase the chances of getting swirl marks.
To find that sweet spot start with the vac turned down to its lowest setting, you'll notice the dust collection is the best. It's not just dust that is left behind there are abrasive particles that can cause swirl marks as move along between the material and the sanding disc. Increasing the suction until the sander sort of glides across the surface while collecting most of the dust is ideal amount of suction. This amount varies between sanders as well as fine and course grits. From there an increase can cause the rotation of RO sanders to slow or stop and orbital sanders to become unwieldy.
Again, Nick and I agree, there is a real learning curve to getting the most out of your sanders and the results they produce. Give that some thought before you start mindlessly buzzing along with your sander. Good luck.