I had to show this post to my wife who often comments that I keep my workshop cleaner than I do the house. My reply to her points out the importance of having a clean build environment and I offer to be as diligent with my house cleaning efforts if I could build engines etc. in the house. I'll leave you to guess at her response to that.
I tell her she is lucky as a late friend of mine use to keep and work on his motorbikes in his kitchen, needless to say he wasn't married.
As for keeping the workshop clean I have the same problem, especially when it comes to grinding and wood dust. I do have a 8" industrial air removal fan which helps with fine wood dust but not grinding dust. The problem with that is it quickly sucks out all the heat in winter time.
The best way I find to remove dust is by using a mobile dust extractor. I have attached 40mm waste pipes in strategic places on various machines I then plug the extractor into each machine as i use it. I made a free standing stand which basically is two pieces of wood fixed together at 90 degrees the up right has a large funnel mounted in it at bench level and the dust extractor plugs into the back of the funnel via a pipe. The stand is weighted to keep it up right and I move it around to where I'm working. It works well but the constant noise of the extractor running can be tedious at times.
I also bought several welding blankets and fitted them to the workshop roof on curtain poles. I can then pull them around my metal working bench when welding and grinding to help contain the muck. The blankets can then be pushed back and tied to the wall when not in use keeping them out the way.
My lathe has a splash guard at the back and guard over the chuck which helps and I have a large old grill pan from an old cooker under the lathe. It works to some degree.
My bench grinder has a guard around half the sides and the back, it was the outer cover of a microwave with the vent holes hammered flat, there is a hole cut in one side that the dust extractor pipe fits through, it helps reduce the dust expelled pretty well.
At the end of the day I find the best way to keep the workshop clean is to clean it up as you make the mess and not let it build up. Unlike my wood turner grandfather, I remember going into his workshop as a child and seeing my grandfather ankle deep in shavings and a woodbine hanging from his mouth. He never burnt it down but there must have been a few close calls.