I've read that the dust from any wood can potentially cause health problems such as cancer or various breathing difficulties. In fact I've been told that the dust from some of the exotic varieties can even paralyse the body, including the lungs, and without the correct medical treatment this could potentially lead to death.
For these reasons, I always wear a full-face mask with a powered respirator in the form of a belt that actually pumps filtered air through the mask. There are various masks available but if you look at the specifications you will find some have better filtration and airflow than others, although they do tend to be a lot more expensive. Since I work with wood all the time I try to get the best possible protection and buy the dearer masks at around £400 - £600 but I believe there are reasonable masks you can buy for around £150.