We carry the cheap paper N-95 masks as found in Home Depot. I seal them in a small plastic wrap. Can't remember how many times we have used them in the desert when the wind was blowing (with swimming goggles). Very uncomfortable without some protection. Also sometimes in urban settings when near construction areas. Then there are fires. Woods fires produce an amazing amount of particulate matter. If you are downwind from a large fire, it can become very difficult to breath without some sort of particle filter. Much better than a bandanna.

For their size and weight, being able to breath in dusty, dirty areas makes them worthwhile. Of course, they will not provide O2, but for the most part particles are the problem, not loss of O2. Put one in your kit. The first time you can't breath because of junk in the air, put it on. You will see the value. Cheap and effective.