I have not. I drain mine into the bilge, then pump it out with a hand pump (the long kind with a hose on the discharge end). On my engine there are several drain points and it's not possible to hook a hose to some of them. I tried using hoses and such but since it was impossible to avoid spilling some and I had to clean up anyway, I decided to just let it go and then clean it up.
If you're considering a shop vac, I think a fluid pump would be a better choice. Remember, the coolant is toxic and dogs and cats are attracted to it so you would need to clean the vac after use.