If you know what you're doing, vacuuming your database is fine and very helpful in speeding up access for very large databases. But it's NOT recommended for beginners. I had my HEM for 2 years before I did it.
What exactly are you trying to analyze out of your data? Something more difficult like finding leaks or simple like just being able to tell what your average VPIP has been over the course of all of your hands? Your question was very vague.