Do NOT use a vacuum, they can, and do, build up static, which, if it is discharges through one of your components, will kill it.
The best way is to take everything, vacuum your empty case.
Then, each heatsink, clean off excess thermal paste with a soft, lint free cloth. Coffee filters work best, but toilet/kitchen paper will work well too. Do it until no more grey is coming off on your cloth. Then, vacuum your heatsink to get the worst of the dust off. Then, runs the heatsink under water to get the surface dust off, and use a hairdrier to clean, as it will blow off any excess.
Then for each component either do it by hand with your hands, tweezers and cloth, or use a can of pressurised air to blow off the dust