We haven't had a vacuum yet that can handle my dog either. We have hardwood floors almost everywhere except the basement, so we just swept it for the most part. Our basement has been covered in dog hair for the past 6 years, regardless of how often we vacuumed it. When I was home over winter break, my mom bought a new "pet hair friendly" vacuum so I could clean during my three weeks off. It clogged after 15 minutes.
As for how often we vacuum...As soon as the vacuum is turned off and back in the closet, my dog will come bounding down the stairs and our basement will be covered in hair within 30 minutes.