To clarify some of my tips:
Screening media is what you do to the grit to remove the large chunks of rust/paint chips/crud that can clog your nozzle. I use screen door mesh. Its cheap and you get a lot for like $5 at any hardware store plus there are many different 'mesh sizes'. Generally if the mesh is 'insect proof' or 'shade' type its going to be more than fine enough for 40/80 grit media. Don't get aluminum/stainless mesh.. get the plastic stuff. If you look at the screen the holes are the 'mesh' that allows the smaller bits through and keep the large bits out of the bucket. I cut a 2'x2' square and use either a 3 or 5 gallon bucket. Using a bungee cord around the top (buckets generally have a few ridges molded around the top) to hold the mesh over the top of the bucket, I also let it sag 1-2 inches so the media 'pools' and I can load up a lot. Once the media is on the mesh I simply shake the bucket back and forth to agitate the media and it drops down into the bucket. Placing a piece of wood under one corner makes shaking the bucket much easier. Unless i am outside I also rum my shop vac to suck up the dust it makes. Once all the media is screened, I vacuum off the chunks left behind, scoop on more 'dirty media an repeat' I can refill a 50lb pressure pot in less than 10 minutes with this method. Depending on how I set the air and media valves, this will last 10-20 minutes of blast time.
Unless you know you have rust, paint stripper to remove paint (only) is MUCH FASTER than media blasting. Use paint stripper from an auto paint store or a QUALITY auto store like NAPA. Autozone and Advance sell garbage with respect to paint supplies. Get some very cheap paint brushes as they are generally only useable once and follow the directions. Paint will bubble an lift off. You can also use heat on *SOME TYPES* of paint. Generally if the substrate is wood, you can heat the paint up and take it off and not have to use stripper. I use MAPP gas, but propane will work. Note: acetylene is WAY TO HOT
The best all around media is aluminum oxide. It will remove paint and rust but does not leave as significant a texture to the metal. If you don't have rust pits this is generally the best option as it won't tear up the metal significantly. If CAN erase stamped markings if you bear down on them. It also 'lasts' a long time before the media loses its abrasiveness and becomes more dust than media. AlOx is also the finest media. Its easily smaller than 80 mesh. This is critical if you have a small compressor and have to use a very small nozzle. This will allow small compressors to do some blasting work.
Garnet/coal slag/black beauty is more for rust than paint. It will remove paint, rust and skin, and leave a significant texture to the metal. This is EXCELLENT for primer adhesion, and generally the best if you have pitted rust. It WILL remove all but the most pronounced stamped/engraved markings. Black beauty lasts a long time.. it really doesn't turn to a dust like AlOx, but as the media fractures, it gets smaller and exposes more sharp edges to do more work. At some point it will reduce to dust, but it has the longest staying power before needing to be replaced. You need to run a larger nozzle because of the media size. At LEAST a 1/16th in orifice.. generally an 1/8th for best flow.
Walnut shells are really only for paint. Its much to soft to do anything to steel. It will not harm stampings/engravings unless in zinc or brass, and can frost glass (the two above will abrade glass away rapidly. If you ever saw a design 'frosted' onto glass its either walnut shells or a chemical etch. It also turns to dust/loses its edge the quickest. I would use paint stripper before walnut shells if given a choice. Walnut is available in various sizes. So you also need a fairly large nozzle orifice.
There are other much more exotic media. But way to expensive for anyone other than professional shops.
Last bit: light.. you will need lots of it. If outside you should be set, but once you get into a cabinet setup you only have a small window to work through. Halogen shop lights work the best, cheap to replace and the even if the glass get frosted (as it will) 500watt halogen diffused through a frosted glass still puts out a ton of light.