Pastels are great for weathering and can be found pretty cheap. Just scape some off into a tin or contrainer then take a stiff bristle brush and rub the dust on the model. Build it up in corners and nooks and cranies. You can mix and match colors to create any shades. The dust looks just like the real thing and the scale is great.

YodaMan here's my experience with coatings.

I have experimented with coatings - I have applied pastels after dull coating one kit, you can't handle the model after that or you will rub off some of the pastels. Be careful of dust too, so if you can cover it that's a bonus.
I have also tried dull coating over the pastels. I've ruined a couple by going to thick and heavy. So take your time and put on very light coats.
I use Testors Dull Coat.

Colonel Yodaman Sir, I apply a dull coat first (Gunze), and the pastel chalks seems to sticks on them pretty well...then also thin layer of dull coat afterwards.

Pastel chalks will stick best to a very matt surface. Gloss or semi-gloss is a problem!

I apply chalk before adding the model to a base, then reapply chalk to the kit and base to blend them together. Once the kit is on the base, I no longer touch the model, and a sealing coat is not necessary. The only problem then is household dust...

Cheers
Andy