These are my photos of smoke.
I have included a picture of the setup how i made them. I hope you enjoy and learn from this.
And the picture of my setup.
(Warning! A messy one, haha.)
Desktop lamp is for ambient light on smokes, so lens can focus on them (without additional ambient it is pretty impossible to catch focus) and from other side i have flash on manual setting (don't remember how powerful) with black flags so light could not leak on the black background and in the lens.
Settings for shots:
Camera: Pentax K10D
Lens: 18-55mm (55mm F/8)
ISO - 200
Exposure: 1/180