Be careful using a heat gun on old paint. Prior to around 1960-65, a lot of paint (particularly undercoat) was lead based, using various lead compounds. It is an excellent preservative, but it is toxic if ingested. If you overheat the paint, it gives off fumes containing lead, and while small amounts are unlikely to be too harmful, it is something to avoid. Wear a proper filtered mask or respirator (not just a simple dust mask) and make sure you don't overheat the paint. Ideally you should just soften it, but it is a tricky skill that needs some time to master. I find I get impatient and hold the heat gunn on for too long, the paint then chars and is harder to remove.
For a mask something like this would be the minimum protection
http://s7g3.scene7.com/is/image/ae23...=ae235/13038_P
here
http://www.screwfix.com/p/3m-4251-ma...rator-p2/13038
The same risks apply to sanding - although the requirement for a mask are slightly less stringent as the particles are bigger. The mask above would be fine for that, but there is a range here from Screwfix.
Some are disposable, others have replaceable (disposable) filters.
http://www.screwfix.com/search.do?fh...h_view_size=20 - you need to read the specs carefully to see what protection they give and the intended application. The main thing is to ensure a good seal round your nose and mouth to minimise the risk of breathing in air that is unfiltered. Anyone in the room with you should have similar protection, and you should ventilate the room afterwards. I may be erring too much on the side of caution, but lead compounds can have long term effects on the central nervous system, and while the risk might be small, why take it if you don't have to.
Paint stopper removes the dust risk, and is very effective, but messy and can be expensive.
This product might be a less messy alternative, but it isn't something I have used myself.
http://www.stripperspaintremovers.co..._strip_252.jpg
from
http://www.stripperspaintremovers.com/products.htm They have other products too that might be useful (but I haven't researched them in depth)
If you are doing intricate work, the only real way to get into the fine detail is by hand, either sandpaper, emery paper or steel wool.