There's a bunch of free SD footage on the detonationfilms.com website (these guys rock). And they have new HD stuff for pretty cheap.
Or you can put a black backdrop behind an empty space where you sill be shooting baby powder into the air. Put a bit of powder (or flour) into the end of a plastic hose and blow while filming. To light it, point a light at it that doesn't hit the background (use a "flag" to shade the background from the light if necessary). Over light the foreground to force you to close the iris for exposure which will help your background go truly black.
I'm a big fan of real footage where possible, but it may not blend into a 3d scene correctly if that's what you're doing. I just know that it would take me less time to shoot the practical effect to composite than it would to create it in 3-d convincingly.