Not mentioned by Central Boiler is the need for dust masks to service the furnace. Even when asked for a recommendation, they had none and seemed to suggest that respirators are unnecessary.
Whenever the furnace is running and the firebox door is open, the furnace will emit fly ash and smoke and cheap dust masks will not keep dust out of your nose and lungs. You need an N95 mechanical filter respirator and these have 2 straps unlike the single straps of the cheap respirators. I've found that, even though my particulate respirator (3M 8511 from a local welding supply store) isn't rated for volatile organic compounds (VOCs), it seems to make being in smoke much less unpleasant. I highly recommend wearing a respirator whenever the firebox door is open.
Although loading the furnace involves tossing wood into the firebox, it sometimes involves reaching into the firebox to move a log that didn't end up in its intended place. You can use the Wonder Bar or Cleaning to move the wood around but sometimes its just faster to reach in with your hands. I've singed my sleeves a few times so be very careful about your coat catching fire.
I find that no matter how careful I am, I can't escape the smoky fragrance of tending the furnace. To minimize this effect, I wear old clothes and a hat (actually an old hard hat liner) to keep the smoke out of my hair. I also recommend having furnace coat with an attached hood. The hood keeps the creosote from falling down the back of my neck when I climb inside the firebox. My furnace coat is an old Hydro Parka.