People who live with Multiple Chemical Sensitivity ("MCS") and reduced immune systems usually know just how to shop and take care of their needs. The most important consideration is finding what is really in the products they are using. Be very careful with store claims about products being "all natural" or "100% silicone" and other claims. Often manufacturers provide misleading information, store people sometimes offer inaccurate information about products out of their own ignorance (or a desire to sell you something more expensive).
Unfortunately when it comes to rubber and elastomer sex toys, in almost all cases we don't know what they are made of. There has never been any clinical study of plain rubber sex toys and the manufacturers are not willing to disclose what is in their products - fortunately many of the sex toys we carry are made of silicone and other non-porous materials from reputable sex toy makes we know, trust, and love. The cheapest way to explore with sex toys is to use a condom on any porous sex toy you try, but even condoms haven't been proven to block phthalates and other chemical plasticizers.
Latex allergies are fairly common and are considered to often be an acquired allergy (the more you're exposed to latex, the more likely you'll develop an allergy to latex) and latex is found in many condoms, gloves, dildos, vibrators, and sensation toys. Never assume a toy is latex free. While a lot of mass manufactured dildos are not made from latex, they are often poured into moulds that have come into contact with latex, in factories where latex is being used.
Fortunately, most small silicone manufacturers only work with silicone and thus can guarantee that there will be no latex or phthalates in their products. It is still worth asking for silicone or other non-porous materials (like stainless steel, glass, and hard plastic) if you have an allergy.
If you have a latex allergy, there are alternatives for both toys and safer sex gear. There are now non-latex condoms on the market, as well as non-latex nitrile gloves and other barriers. All these products are made from polyurethane, nitrile, or polyisoprene and while they come with their own limitations they offer options for people with severe latex allergies.
Always ask about the ingredient list for lubricants, creams and oils. Most of the products have many ingredients, some of which may cause an allergic reaction or direct chemical irritation. If you're concerned about chemical additives, be on the lookout for ingredients' lists containing parabens. There are many great organic lubricants on the market these days, and you should be able to find something that works for you and your body.
Unfortunately some toys designed for penetration (whether they vibrate or not) are made with a scented rubber. Manufacturers are doing this to hide the unpleasant smell of the less expensive rubbers they use. But the scent is sometime strong and can induce a reaction. Again, when buying toys, it's best to ask if the toy is scented. If the person doesn't know, insist on being able to open the package and smell the toy before you buy it. Also, some people will react to the dyes in toys for penetration. The easiest way to deal with all these concerns is to use condoms on all your sex toys or use a sex toy made of a non-porous material like silicone, stainless steel or glass.
If you want more information on this topic a great place to start your search is Immune Web. It's a website for people with fibromyalgia, chronic fatigue syndrome, multiple chemical sensitivities and more.