My horse is black so I know what you mean. The dust just never seems to go away. I give mine a bath about every 2 weeks in the summer. When I want her to look clean in between times I just brush her a lot, then use a damp cloth to pick up the dust. I use a conditioner on her when bathing otherwise she will look dull after. I like the Mane and Tail shampoo and conditioner.
I have an 'almost' black horse and I add Black As Knight to his grain and yeah, I vacuum him a ton. I also blanket him during the winter and cover him during the summer. And color enhancing shampoos always help, although in the winter I just use a warm rag which works well at getting off surface dust.