Agreeing with Hardy..

CNTs and most nanomaterials are not good for health.. its better to be safe than sorry.

AFAIK the health effects of carbon nanotubes are still relatively poorly understood, but I certainly recommend taking precautions to avoid breathing the powder, particularly if you work with large quantities.

I personally work in a fume hood whenever possible, however this may make working with the powder difficult as it tends to get airborne due to the flow of air. To that end, a laminar flow cabinet may be more practical if you must e.g. spoon the powder for the purposes of weighing. Another possibility is to wear a type of a face mask (although most of them are not sufficient for protection against CNTs).

Finally, while breathing the powder may be the most critical route of entry, I would also wear protective gloves (even if the solvents and other chemicals you need are not hazardous).