...might really be a better way to describe the "dusty" difference; the airborn fines from installing cellulose are simply more readily visible then the fines that will also be present when installing fiberglass.
If you're speaking of dusty long-term, not just from the installation, the same is true, and the best preventions are making sure that all wiring passages, holes & ceiling-mounted electrical boxes are sealed around the edges to the backside of the drywall. Every time there is a negative air-pressure differential in your home, such as from closing an exterior door, air will be drawn from these types of places, along with any loose fines nearby; each opening of the same door, creating a positive pressure, slightly loosens new fines to be sucked in when the door closes again.
Generally speaking, both are considered good insulators & opinions vary as to which is better. Certain studies have shown cellulose to out-perform fiberglass in R-Value comparisons, including settling and loss of R-value, air infiltration, moisture handling, convective action, fire safety, and exposure hazards from installation, but all cellulose insulations are not the same; some are manufactured with better mold/mildew resistant characteristics than others, etc. Overall, the same can be said for fiberglass; not all glass is made the same.
As a home builder, I've used both, and haven't made a total commitment to one or the other, except to having opted for the cellulose where it has come to my personal home & business structures.
A search of the Internet on the subject will give you lots of background on this subject, and will either help you decide or confuse you further, if you let it.
Do a little researching, Craig, then weigh what you find against your feelings to make the decision, i.e. if recycling & environmental issues weigh strongly for you, you might choose a cellulose over fiberglass even though it happen to cost more. Be sure when you find particular characterisitics you want, you specify these desires to your prospective installer, and look elsewhere if they cannot provide them without showing valid reason for recommending an alternative.
Lastly, and equally if not more important, be sure you hire a reputable installer; many a home has not received the level of R-value installed that was paid for, nor the proper care in installation to make it effective.