dont be mistaken into thinking they are just used for armor, that are a great addition to any modelers stash.
a perfect example of a common weathering powder would look something like this.....
now i looked at those and have found a cheaper alternative...
chalk pastels, you can get an entire box for about 5 bucks and it will give you enough variations in colors and shades to last atleast a few years.
here is all you will need
i really should have doubled the amount of plastic containers but i can always do more later
all in i think i paid about 6 bucks for the pastels and containers
take a pastel
you can use normal sandpaper for the next part but i find it much quicker and easier using the dremel sanding drum
sand them down over a piece of clean paper, once powdered, pick out the larger lumps and use the paper as a funnel to add your powders to the containers. should end up something like this
cap it off so its air tight and you are in business
do as many different colors as you like, some will be exhaust smoke stains, surface rust, mold, dust, and even frost depending on the application
store your stash away until you need it