But plastic pillow covers are so tacky.
Look on the right hand side of that Froogle link... In other words, at the sponsored links... One of the companies (NationalAllergySupply) sells tightly woven cloth pillow "encasings," that'll keep out dust mites. But to filter out one of the main fungal culprits, aspergillus fumigatus, I think you have to get the pore size down to a couple of microns. <*sigh*>
Plastic's tacky but I think I'm going to have to go to it soon, like it or not.