Breathing mask

Yes, these are not the most stylin' accessories out there. But human lungs are not designed to be happy breathing in lots of little particles. Aside from coughing and wheezeing now, there are serious side effects later -- especially if you breath in particles of old paint (which often contain lead).

Unless you are doing heavy-duty stuff, you can probably get away with using a disposable dust mask. These are cheap and hold up pretty well as long as you don't wear them for hours on end. However, if you are going to do work with serios industrial chemicals, invest in a good breathing mask that can take filters. Costuming is brain-intensive work and you want to keep all the brain cels that you've got!