I was in the same position as you a couple of years ago when I bought my first sixth scale figure. Now I have 14 figures (and others on pre order), so while I am by no means an expert, I've learned a lot from asking the same sorts of questions you're asking.
So I'll give you the rundown. A case is definitely a good idea because it will drastically reduce the amount of dust on your figure. Most cases will not completely eliminate dust, but a figure displayed in the open will need to be dusted very regularly.
Detolfs are a great choice if you have more than one item to display. Legends Studios also makes standalone cases with built in lighting designed to house single figures. These cases are great if you have a shelf or something to display them on, or if you don't have enough pieces to justify a detolf.
Regardless of how you display the figure, you will need to deal with dust from time to time. Gentle use of a (very) soft make-up brush is great for removing dust from a figure, particularly in small areas like the joints and face sculpt. A microfiber cloth is good as well, particularly for hard plastic. A miniature lint roller can remove dust from a figure's clothing. You can buy all of these things at your local Walmart, and Sideshow actually sells a cheap cleaning kit with exactly these items.
Keep your figure out of sunlight, as it will fade the paint and degrade the plastic. As your figure ages, you may find that the glue used to attach certain pieces or clothing may eventually fail. You can fix this easily with your own super glue, as long as you're very careful.
When posing the figure, make sure the parts aren't rubbing or scraping as this can cause paint rub. For example, when you turn the figure's head make sure it's positioned in such a way that the jaw doesn't rub against the neck during turning.
Finally, always read the figure's instructions from front to back. Hot Toys includes specific guidance for each figure that will help you avoid accidental damage.
Hope that's helpful.
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