First, welcome to the FOG.
Alex said:
I use my ETS125 and DTS400 often for plaster and drywall work, paired with a CT Mini. The sanders work very well for this, and you get good dust collection, though I'm not sure you'd get 99%.
Like Alex I've had good luck with my Festool sanders and vac for drywall sanding. The ETS 125 is a good size, not too heavy or too aggressive for drywall mud. I decided its not worth bothering to use the DTS400 any more. (The DTS400 is sander shaped like a cloths iron designed to sand into corners.) I just a hand sand with a sponge now because I think its easier.
Do not get a long life bag as Mario suggested, drywall dust clogs the pores of your bag very quickly. You can change a disposable bag very quickly, but not an expensive long life bag. Be prepared to fill bags up to only 25% before you lose suction completely.
The long life bag is an optional accessory. Its made of a heavy polyester material designed to emptied out and reused. Festool vacs come with the standard disposable bag. These bags work pretty well for sawdust and other construction debris, but fine dust clogs them fairly quickly. You can empty out and reuse them a few times to get better value out of them.
If drywall dust is your main business, a CT 36 AC would be a much better choice for this type of work, the vac has an automatic filter cleaning system and uses no bags that can clog.
The CT 36 AC is the right vac for someone that sands drywall regularly. There is one problem, this vac comes with a larger diameter hose that will not on sanders, Domino and a few other tools. You can get an adapter (it not inexpensive). The reason the AC vac comes with a larger hose is that it is designed to be used with the Festool Planex daywall sander. If you think you might get the Planex sander someday then it makes might make more sense to get the CT 36 AC now.
As for using the ETS 125 sander. My advice would be to turn the suction all the down on the vac, I usually turn the speed on the sander down some too. The regular Granat sandpaper works well. When sanding wood the dust collection is excellent, you won't get 99% when sanding drywall, maybe 80-90%. If you move slowly you'll get better dust collection, although you have to be careful not to sand through your mud.
Mario made a great point, be sure to use this new setup right away so you can decide if it meets your satisfaction. If it doesn't don't hesitate to return it. Remember, only the tools are returnable, the sandpaper you won't be able to return. Good luck and let us know how it works out for you.