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The introduction of the ring of slaying made getting to the dust devils in the Smoke Dungeon much easier. Just teleport to Sumona in Pollnivneach, and run south and then west to the entrance; the devils are just to the southeast. There are also some alternatives for those who cannot make slayer rings: use a Pharaoh's sceptre to Jaldraocht and run northeast; use a camulet and go northeast; or take a magic carpet from Al-Kharid to Pollnivneach and run south of the city and then go west.
In the Chaos Tunnels, use the gargoyle entrance northwest of Edgeville. Take the northwest portal to the mummy room, then the northwest portal to the monks of Zamorak, run northeast and take the portal to the dust devils. Note that a one-click teleport is always recommended when going to the Chaos Tunnels, in case you get randomly sent to the wrong room.
Equipment
To avoid taking massive damage you must wear a face mask, masked earmuffs or Slayer helmet. This is necessary even when fighting dust devils in the Chaos Tunnels (as unintuitive as that may be). The helmet is preferred, both for its added defence bonuses, and the 15% Attack and Strength bonuses it gives when on Slayer assignments. This is the only way to get the benefits of a black mask while fighting dust devils.
Granite or better melee gear is recommended for meleeing, or maging/ranging gear if using safe spots.
Note that a ring of wealth has no impact on your infinitesmally small chance of getting a dragon chain drop. :)
Supplies
Food, a healing familiar or Bones to Peaches spells/tablets for healing. Super set(s) to speed up meleeing are also recommended.
Bring about 15 nature runes for alching for an hour (they drop plenty of fires).
Consider bringing a chisel to get free Crafting XP from sapphires, if you don't plan to bank them.
Familiar
I recommend using a healing familiar; it will save you the need to use expensive food. An alternative would be a beast of burden; these don't drop enough herbs to justify a macaw.
To get to the Smoke Dungeon location, use a Pharaoh's sceptre to Jaldraocht and run northeast use a camulet and go northeast; or take a magic carpet from Al-Kharid to Pollnivneach and run south of the city and then go west.
Combat Notes
You'll get kills fastest if you melee, but maging and ranging are both possible. You can also "tank range" in melee gear if you have a high Ranged level.
These are pretty straight-forward to kill but do hit hard at times, so watch your health and hope for kebab drops! Bones to Peaches works well here if you aren't using a healing familiar.
Drop Notes
Dust devils are best known for their very rare dragon chainbody drops, but you can kill thousands of them and never get one. You're more likely to get lots of fire runes, quite a few gems, some herbs and alchable items. They are also a good source of crimson charms.