Ok so here is the scoop so far; I am running all stock except for an air assist. The software is not too bad once you get the hang of it. I will be doing upgrades incrementally ie better optics, adjustable bed and electronics. I would say if you are thinking of the Glowforge, this would be a great way to see if it is worth the effort. Venting the unit is a challenge and depending on what you cut, can be very odiferous! So for me it was worth the cost. Your mileage will vary. And yes you have to do a lot of fiddling to set it up to run optimal.
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What have you set up for venting? I’m currently sourcing components, right now I’m planning a 400cfm in-line fan, running through four-inch duct. Probably about ten feet total of ducting, from the back of the laser to the vent outdoors.
To me, best way to suck those fumes out of the box is cheap Harbor Freight Dust collector. just 4" connection to box, no need for Bag or Air filter, just direct output to outside. At least That sucker works hours non stop with no problems.
It is cheap but air transfer is very strong.
I am running 4 inch vent ducting with a 60 cfm bathroom exhaust fan. (Home depot special). I am using it in my garage. Hose out the back door. I crack the garage door so there is a cross breeze.
Second the HF dust collector. I have one of these http://www.harborfreight.com/13-gallon-industrial-portable-dust-collector-31810.html , instead of using the wheels I mounted to the wall, with the bag hanging down . If you get them with the 20% off coupon it’s a deal.
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How loud are those things? They look like they’d be pretty solidly thunderous.
I’m going for something that’ll be comfortable in my work room without ear plugs. This will be direct exhaust to outdoors as well. 
Mine is a LOT quieter than my shop vac, and the amount of air they move is amazing. I did add some rubber feet on the bolts when I mounted mine to cut down on vibration through the wall. The sound though is a much lower tone, rather than the high pitched whine of my shop vac. I also run it though a bin to remove most of the large particles.
My HF dust collector is much quieter than the shop vac I was using.
The only down side to using the big Dust collector to exhaust the laser cutter would be the huge amount of air it will move. You would really need to clamp everything down before you started up the exhaust.
Many of the videos I have seen showing laser cutters in operation has the work material just laying on the cutting grid. That would not work with the Dust collector, everything would get blown out the exhaust hose the instant you turned it on.
Hmm, that is very good information. Thanks, guys! I might have to give the HF dust collector another look, then. Might even put a cyclonic collector on it, and use it for the X-Carve as well with blast gates to direct the suction where I need it.
It come with a cyclonic collector already attached.
Lots of people just run the exhaust right out the window, all the big stuff will fall in the collection bag, only the fine dust will go out the window. Or you can just use the included 5 micron filter bag and not worry about exhausting it outside (that is what I do).
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@AllenMassey HF sells a couple of different ones. I’m guessing you have this one http://www.harborfreight.com/2-hp-industrial-5-micron-dust-collector-97869.html and the one I posted about http://www.harborfreight.com/13-gallon-industrial-portable-dust-collector-31810.html . I didn’t have space for the larger one, so I mounted the smaller one to the wall and used http://www.rockler.com/dust-right-4-dust-separator-components to create a cyclonic collector.
Well, for a laser, though, a cyclone won’t catch the smoke and fumes. If I was out in the shop I wouldn’t be so worried, but this is in my indoor shop to avoid extreme temperature swings which can be harmful to the laser tube. My general plan is to set the dust collector under the bench, with flexible aluminum lines coming up to behind the laser (and possibly the X-carve) with blast gates. Add a cyclone (probably a Dust Deputy, I’ve had great luck with those) on the X-Carve branch, and have the laser go right to the collector. Exhaust side of the collector goes up the wall through a rigid duct, and out through one of the windows near the ceiling (basement room). I’m re-building that particular window (it’s an old wooden-framed one) to include a drier vent, so the flaps will open when the fume extractor is running, and fall closed again when it’s not. Since it’s close to the ground, I will add a rodent guard to it as well.
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You may want to consider having too much air flow using a dust collector may turn your laser engraver into a Blacksmith’s forge by feeding it with too much oxygen. I think the bathroom exhaust fan idea of @HalfNormal to remove the fumes may be safer to avoid any flair ups inside the housing when the laser is cutting.
Also. you don’t want to suck wood dust into it either, so a filter on the intake should be used.
I’m planning my extraction around Epilog’s recommended 400cfm minimum exhaust rating as a starting point. It will also be running a 30psi air assist for most cutting, to suppress flame formation and clear smoke.
Have you heard of that happening before? I haven’t found anyone complaining anywhere about too much airflow out. Although apparently if you massively over-do it, you can implode the windows on the housing. The other thing I’m moderately worried about is make-up air in the shop! That’s a lot of air going out the window quite quickly. I really would rather not blow all our climate-controlled air away if I don’t have to. I’ve actually been pondering a full flow setup, where it would bring air in, dump it next to the laser intakes, and route it back out.
If you purchase a HEPA filter you can use that to clear the smoke from the exhaust so it does not need to go outside. I think they make a washable HEPA filter now so it would not be so expensive.
I did not see an air assist on the GF and in a video of it, there was fire coming from the material it was cutting. It sure does need an air assist to reduce the risk of flair ups from happening, but it’s not 100% fool proof from what I have read.
There is a thread about laser fires here.
Imagine if the burnt laser shown in that thread had a plastic housing instead of metal.
Oh, sorry, not totally clear. I was referencing back to some earlier stuff I’d posted. I’m not getting a Glowforge, I’m getting an Epilog Mini-18. Metal case, air assist, servos with encoders, the works. 
Somewhat off-topic in here, I know, but the topic of fume extraction is on my to-do list right now. I’m also going to be picking up a Halotron or CO2 fire extinguisher before I use the laser, just in case. I have a dry chemical, but I’m not hosing that crap inside my laser case!
EDIT: I’ve also seen a lot of people just keeping a squirt bottle of water handy for the purpose, which seems like a good plan to me. I already have one on hand for chasing the cat off of the bench, so it seems like a good first choice before reaching for the big guns.
A HEPA filter will not remove the smell. You will need an activated charcoal filter at the minimum.
I never thought there was as much of an odor issue cutting different materials until I started working with the 40 watt CO2 laser over my 3 watt laser!
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I’ve been considering a filter system instead of discharge, but the placement of the laser bench is very conveniently close to an exterior window… I think I’m going to probably rig an intake-and-exhaust system, with the intake extending upwards slightly of the exhaust and pointing in a different direction so I don’t pull the fumes right back in again. I figure that as long as I provide a convenient route for make-up air close to the laser intake, it should have a relatively minor impact on the room’s overall air volume. Specifically, I don’t want to pump all my heated-and-cooled air outside!
Look what I found for fume removal solution.