Personally, I prefer that my dentist use a rubber dam. It's true that some mercury will leak through and it is uncomfortable, but I believe it helps keep some mercury out of your mouth (where you can absorb it) and out of the lungs.

My dentist also used a mixture of activated charcoal and chlorella under my tongue which was washed out and replaced between each quadrant. This further helps reduce mercury exposure; A very good idea, I believe.