You can do a lot to reduce the build up of dust in the first place, and then to make it easier to remove.
Start by removing rugs and carpets where possible. Hard floors are much easier to clean as they don't trap dust. If you need rugs or carpets you can get types that both produce and trap less dust.
On a similar note, you can also try to reduce the amount of dust from furnishings by switching to leather and wood instead of cloth and fabric. Clean/change filters on air conditioners and ventilation regularly. Switch to blinds instead of curtains, and try to keep windows shut.
Try to keep your floor area clean. The more obstacles the more effort it will be to clean. Also try to avoid areas, particularly gaps, that are hard to access with the vacuum cleaner.
Finally, get a good vacuum cleaner with good accessories. For example, you can get attachments for vacuuming furniture, for doing on top of large items like wardrobes, and of course the right head for the type of floor you are cleaning. Some have specific features that make your life easier - Dyson's lift more dust from carpets in my experience, while Japanese manufacturers like Panasonic and Hitachi offer dust sensors so you know when an area is clean and you can move on without wasted effort.