I love my Ridgid wet/dry vac. They're the only brand I can find in stores that sell a "HEPA" filter+bag combo for trapping fine drywall dust. Lots of accessories available, including a unique water pump attachment that hooks up to a garden hose.
Did some research and Ridgid is king. Also seen that HF Bauer vacs are also a strong competitor. Do love that I can wash the filter on my Redgid and install those bags.
Harbor Freight stuff seems to be getting better and better. Of course they still sell a lot of junk, but in my experience their toolboxes, power tools, and hand tools are generally much better today than they were 10 years ago.