I don't know if they still do it but anyone who went through Army basic at through the 80's can tell you exactly what it is like (at least for CS gas.) For me the effect on skin was minimal, the effect on eyes was about the same as getting some smoke from the BBQ in the face but the affect on the lungs was pretty extreme. For me it was sucking in a lungful of water. In reality the effect on a given person can vary considerably from person to person.
They were still doing it in the late 90s. I'm pretty sure they're still doing it now. My experience was similar. The skin contact wasn't really much more than an annoying tingle, although I would bet it might get worse over time. For me, the eyes was a pretty searing pain. Like you, the inhalation took the cake. I saw a few people vomit and a lot of people had, uh, CONSIDERABLE mucus generation once they cleared the chamber.
One of the games I play in developed a house rule that splits the DV and Effects among the vectors if there are multiple. For instance, if someone gets hit with CS gas, then they are taking 4DV & Nausea from Inhalation + 4DV & Disorientation from the Contact. If you're wearing a gas mask, you don't have to worry about the former, just resist the latter. Otherwise, you roll against each with the appropriate protection. It does make toxins somewhat less of a threat, but usually only if you're well prepared or have high BOD + WIL attributes.