Depending on your needs, you can also get special paintball shells that are filled with fullers earth to simulate dust hits. They also make spark hits for metal.
You can also buy empty paintballs if you need to do a specific color of dust.
Google should give you some good results.
This is a safe alternative to pyrotechnics that also gives high-quality results.
Advantages:
- No long setup time between takes (key to keeping a shoot on schedule)
- Does not destroy surfaces or require any surface prep
- With an accurate shooter you can put shots exactly where you want them, for repeatable results
- Not nearly as expensive as charges + fuses + detonator (especially when you factor in multiple takes)
- Safer than pyrotechnics
Keep in mind that you still want to keep both cast and crew clear of stray paintballs. Safety first, no matter what.