not familar with the harbor freight unit as i have the 960 model from tp tools.
http://www.tptools.com they have smaller less expensive units available as well as all supplies you need.
aside from my welder its probably the tool im most happy with. i use it everyday. make sure your compressor is up to the job, no matter what size blaster you buy.
mine has a vacuum and dust colletion. it isnt messy at all. the only mess i made was ripping open the bag of glass beads. i've used it for wheels, engine parts, and tons of other parts. i built a frame with casters to easily move it around the shop. im on my third car rebuild/restoration and its paid for itself in use and time savings.
Craig