I kinda asked this question in the DSLR section, but... How can I tell if a Canon lens - older and current - is weather sealed?
The L series lenses have weather sealing. Also the higher end prosumer and pro bodies do. There is good information on the web if you search for a specific lens or body.
L lenses aren't guaranteed to be weather sealed. My 400 f/5.6L has sealed switches, but no gasket at the mount. The 35mm f/1.4L has no sealing and the 17-40mm f/4L needs a filter on the front to be weather resistant. I don't think any non-L lenses are weather sealed. Finding out which ones are sealed is a pain.
ChipB, if you do intend to shoot in dusty or damp conditions it would be advisable to pick up some rain gear.
You can tell the weather-sealed lenses because they'll have the rubber gasket around the camera-mount part of the lens. But to be fully weather-sealed, you'll also need to put a protective filter on the lens (this is per Canon official instruction). That said, I've shot Canon's non-weather-sealed bodies and lenses in light rain / mist / fog and never had any issues. It's the dust and sandy conditions that worry me.