Goggles

Consider having one dark/tinted pair for the day and a second light pair for the night.
Make sure they're rated to block UV light.
Some goggles form a near perfect seal around the eyes. These are great if your eyes are super sensitive to playa dust or you suffer from dry eyes. However, they also tend to get extremely warm, sweaty, uncomfortable, and even foggy because of lack of air circulation. Consider getting a pair of goggles with some small ventilation holes instead - your eyes will be way more comfortable.
In any case, bring several pairs. They get lost easily.
If you wear glasses, you can find goggles that are made to fit over them. Standard chemistry lab goggles can do the trick as well, though they don't seal out the dust as well.