What to look for when I need to buy Anti-Allergen Mattress, Pillow,
Comforter and Box Spring casings against Dust Mites? There are so many
products with prices ranging from $20 (available from Wal-Mart,
Target) to $140 just for a queen mattress casing? Is there a
government agency that provides certification? Is $30 Mattress casing
protection same as $90 one purely from a protection perspective? Is
there any recommendation? I was looking at www.allergycontrol.com

I would just make sure you get one that *isn't* vinyl.  Many  of the
cheaper ones are vinyl, they will make you far too hot in the summer,
and they make a horribly obnoxious noise whenever you move.

I bought the cheapest non-vinyl mattress cover that Target had, and if
that sort of thing were legal, I think I might be tempted to marry it.
 I can breathe when I wake up in the morning!  It's wonderful.  I
would *highly* recommend also buying the covers for your pillows.
They're inexpensive, and there's no point putting an anti-allergen
cover on your mattress if you're getting the same allergens from your
pillows.