Is a gas mask effective against the type of gases used in the Russian Theater? Any suggestions on chem gear available on the market are appreciated.

Suggestions are that it was a nerve agent. If it works via skin absorption the masks wouldn't work.

Did the assaulting force have gas masks on? I didn't see in the photos.

TBILISI, Georgia, Oct. 26 (UPI) -- Footage aired on independent television in Georgia shows doctors reputedly with hospitals in Moscow saying the several dozen hostages who died in Saturday's dramatic rescue were poisoned by the gas Russian forces used to wrest control of the Chechen-held theater.

The interviews were obtained by Ekho Moskvy, but authorities there would not allow the Russian station to air them, Rustavi-2 television announced in its broadcast. So Ekho Moskvy journalists went to their colleagues in Georgia, a former Soviet satellite just across the border from Russia's Chechnya province.

The doctors in the footage described the gas as being a neuro-paralyzing agent, one that disables the body's nervous system. The description contrasts with other reports that described it as a sleeping gas.

The distinction is an important one for Georgians, who remember that then-Soviet forces used such a gas in Tbilisi in April 1989. The bloody clash between soldiers and pro-independence demonstrators that culminated on April 9 of that year killed 20 of the protesters, mostly young men and women.

Some news reports I am seeing says that experts think it was a aerolized form of Valium gas, or maybe a form of BZ, which is a hallicogen the US Army experimented with in the '60s.  I think the Valium is likely, hostages reported feeling very sleepy for no apparant reason.  
The news also quotes a doctor in Moscow saying that of the 118 hostages known to have died in the attack, only one died as a result of gun shot wounds, the other 117 died as a result of the gas.
On happier notes, 50 of the terrorists were killed, most of them from multiple gun shot wounds to the head as they laid on the floor incapacited from the gas.

There is a sedative that is used to anesthetize herds of cattle.  I can't think of the name of it.  With that said, there was an X-Files episode where some freak used  something similar to to anesthetize people in houses so he could do experiments on them.  I am sure ranchers would know the name of sedative, I just can't think of it off the top of my head.  Maybe it was something like that?

Most surplus/affordable masks on the market would barely protect you from a healthy fart.