What I did which really helped on my gaming rig with keeping dust from various smoking I do in my room (the nastiest type of dust) are the following 2 things:
#1. Positive air pressure. AKA more intakes than exhausts. I currently am running this kind of setup, having 3 12cm fans blowing in and 1 12cm + 1 14cm blowing out. Overall the 3 fans inject more air into the case than the others can exhaust, hence dust tends to stay out because of the positive pressure of the inside of the case as compared to the outside environment.
#2. Panty-hose filters. My gaming case has 2 very nice filters, however even mesh can't be threaded enough to filter cigarette smoke for instance. Hence I have put panty-hose filters, cut to shape, over each intake. That makes 2, one rectangle covering the 2x12cm fans in the front, and another rectangle covering a different set of 2x12cm fans (PSU and another intake). Very cheap, very easy to make and very easy to change, however the filtering properties are incredible. I do go through 1 filter a month though, which might not be convenient for everyone, but it's minimal hassle to change it imo.