Do I need a face-mask when painting?
Lungs weren't made to filter out latex aerosols, organic solvents, urethane, epoxy fumes.

Any time you're spray painting, you should at least have a dust filter. Coughing up paint may be something you put up with in an unregulated factory, but given that masks that do the job aren't really that expensive anymore, your lung capacity will be a lot better when you're 60 and need the reserve you burnt off in youthful immortality.

Some of the paints out there can confer permanent, life-threatening allergy. We had a whole paint shop workforce here that took pride in skirting safety. Until a good portion found that painting is no longer a career option. The shop owner got religion after that.