International studies have shown that trees can reduce the amount of particulate matter in the air. Little hairs on the leaves trap the dirt and when the leaves drop they bring down the dirt with them.
Planting trees in a city environment is not cheap. You can actually get trees very cheaply – even for free from some organisations. The lions share of the cost comes from digging up the pavement, putting a steel root cage in to prevent the roots getting into the drains and upsetting the pavement, doing the edging work and finally installing some kind of guard around the tree to protect it from vandels etc.