Get one with organic vapors cartridges if you're burning foam, along with pre-filters that keep them from clogging up on particles. Of course you can only burn styrene-based foams (Styrofoam, EPS, etc,). The decomposition products of burning urethane foams will kill you even if you wear a respirator. It's not a good idea to burn waste oil either, since it picks up all sorts of contaminants like heavy metals, which your organic vapors cartridges won't filter out. If you're casting brass, you'll also need filters capable of filtering out the zinc fumes. If you're really intent on burning extremely nasty stuff, get a breathing system that supplies clean air (and don't do it upwind of me...)