I will start with:

Just a cheap plastic peg basket that I have found to be excellent as a substrate sieve to exclude the larger particle sizes. Approximate size of holes is 9-10mm, and you can use it like a half barrel sieve, tumbling the stones (or whatever). As a guide, the Mount Sylvia Diatomite (green) goes through this, leaving only a very few pieces excluded. So, if you want to match the particle size with your pumice/stones/whatever, it is spot on.

Smart Garden Humidity Dome. I bought these from Logan Hydroponics (Brisbane) and they are so much better than a cut down plastic bottle. I was getting sick of the plastic bottles blowing over and damaging my cuttings. These have a flare at the base and are much more stable. They come with pegs and an adjustable vent at the top, and in sizes to allow even large hardwood cuttings to take. About $7 each, and Logan Hydroponics also sells on eBay.
What have other people discovered?