Shop dust collection
I did it exactly backwards from what would do knowing what I know now.
The first thing I purchased was small shop dust collector, I think it was a reliant. Works great for things like the planer, band saw and table saw. Just about anything that make big particles. But still would go into the shop in the morning and find everything covered with a fine dust.
Then I purchased a delta ambient air cleaner. I turn this puppy on when I go into the shop, and when I leave the shop I set its timer to turn it off after a few hours. It worked well, but I found that its filters clogged after a few weeks. What this meant to me was the shop dust collector was leaving way too much stuff in the air.
Next step was to purchase sub-micron bags for the shop dust collector. This relatively inexpensive upgrade made a huge difference. But at this point I had a dust collection system that captured lots of the big stuff and could grab anything that was in the air.
The "in the air" problem is the one that will hurt you, so I finally purchased a Trend Airshield. I was using the 3M masks, but I found that they didn't fit well to be effective. In addition to the on the lathe operations that create dust the AirShield is very effective when using tools like routers, belt sanders and ro sanders.
I should have prioritized my purchases opposite of what I did. I am sure I would have been more comfortable in the shop, and it would have been healthier.
The next item on the DC list is figuring out how to build a downdraft table under under the bed of the lathe.