The Safe Escape Smoke Hood seems to be the best combination of cost, size, and effectiveness out there now. You can purchase them for about $70 from places like Aeromedix. Whatever you pick, I think it's worth it to choose a model that can filter carbon monoxide. There are many "smoke hoods" or masks out there that are compact and inexpensive, but don't do anything about CO.
You might want to search on the term "EVACU8" for some prior discussions about smoke hoods on ETS.