I do large 40-50% water changes each week. Water changes are always a good thing for fish as long as the new water is the same temp and you use the same water (for eg. if you use tap water don't suddenly use bottled water as the
pH and hardness etc will be different and shock the fish). Fish are always their most colorful and active after a water change.
There is always a lot of crud in the bucket after vacuuming. That's a GOOD thing!

That means the vac is picking things up and that your fish is pooping. Don't worry about the stuff that flies around after. It will be picked up by the filter and the rest will settle. Don't stir the gravel while vacuuming. Just gently push the nozzle into the gravel about half way down and let it suck up the dirt and then move to another spot. This should reduce the amount of stuff flying around. When you pour fresh water in pour it gently against the side of the tank instead of onto the gravel where it would disturb the dirt still there. You cannot completely remove all the dirt when you vacuum. This is normal and won't harm the fish. The point is to remove as much as you can and give fresh water.
One of the reasons fish seem so much happier after a water change is because the new water contains minerals and trace elements that they need and the old water no longer has because the fish and plants have absorbed them. Carbon in the filters are also absorbing all the good stuff as well as the bad which is why it's not a good idea to use carbon very often and then only for a couple days and remove it.