A shopvac (or any vacuum not designed for mercury) would be a really bad idea: they vaporize the mercury and seriously distribute it around the house.
An easy example of this kind of thinking is that people used to (and many still do) bury used motor oil in their yard. (See e.g. http://www.experienceproject.com/question-answer/How-Can-I-D...)
http://www.bloomberg.com/bw/stories/1991-04-28/old-motor-oil...