What kind of respirator do you suggest me to use when making grooves in a concrete wall with an angle grinder?

A respirator would be overkill and an expense you can avoid. What you need are simple dust masks that you can pick up at home depot. They filter the dust that will occur during cutting.

depends on the amount of ventilation. If you have plenty of airflow around where you are working and can exhaust the dust outside or away from you a simple heavy duty dust mask may work. If you are in an enclosed area with limited airflow then use the best filter type mask you can afford. Concrete dust will cause breathing problems and your health is not worth using a simple dust mask unless you have more than adequate ventilation. If possible use a fan to blow the dust away from you, or blow fresh air towards where you are working. Don't forget good eye protection too.

Use the best particulate respirator you can get. You don't need a cartridge-type respirator, though they're so cheap, it might not be a bad investment for you, particularly if you ever plan to work with chemicals like paint, stripper, acetone, or anything else you would commonly find at the hardware store. If you do get the cartridge-type (available at Lowes, Napa, Home Depot) try to get one with the dust pre-filters so you don't load up the cartridges with dust.

Go to Home Depot and get a good one with the filters, or just rent one, because how often will you be doing this? Be careful. My lung doc told me that our lungs will remove and heal with most airborn issues,BUT two things that do not come out of your lungs is stone dust and soot. He mentioned this is why chimney sweeps and stone masons are the ones that are at great risk.

Get the kind with cartridges. They hug your face much better than the cheap little dust masks.

Just use a simple dust mask.