You should always were some kind of respiratory protection when you are  working in areas where there is dust particles or solvents being used. There are a range of products available to protect  your lungs from harmful stuff in the air. Depending on the type of job you are doing, you can use anything from a disposable mask to a full face respirator.
    The easiest and cheapest way to protect your lungs against fine particles like the kind a wood sander throws into the air is disposable dust mask. Disposable dust masks  are inexpensive, light and comfortable to wear. The great part is when they are dirty, you just toss in the trash can and get another one. They provide adequate protection for common shop tasks and home repair jobs. For example, installing insulation in the attic or sanding some cabinets. There are two major types, single strap and two strap models. Single strap disposable masks are good for basic sanding and other minor irritants. However, if you will be working in a heavy dust environment, you will need a two strap model. These masks have thicker filters and adjustable nose pieces to insure the mask sits firmly on your face.
    If you will be working around fumes, disposable masks are not enough. This is where breathing respirators come into play.  You will need a reusable respirator fitted with filters rated for the types of fumes you will be exposed. Breathing respirators are made of molded neoprene rubber or silicon face mask that has one or two filters attached to it. The air is inhaled through the filters and exhaled through a one- way valve in the face mask. Respirators are made for simple woodworking all the way to hazardous fumes. The more versatile models you can screw in filter cartridges that are specialized for the type of job. Cartridges can filter out dusts,mists, vapors, gases, chemicals and combinations of the above.