Scrivener asked about the homemade lightbox I made for the smoke pictures. I got the ideas here (lightbox) and here (smoke). So here's what I've got:
It's basically just a cardboard box with windows cut out on the sides and top. I draped paper towel over the windows to act as a diffuser until I can get something a little better (tracing paper? sheet?). Inside on the back and bottom are chucks of black foamboard. Then there's a lamp on the left and an old slave flash on the right in addition to the diffused hotshoe flash on the camera itself.
The setup didn't work that well actually though. I think with a little tweaking it'll get better. The main problem was that there still wasn't as much light as I would have liked for the smoke. The on-camera flash was also too direct, even with my bounce diffuser. I think the answer is to get a shop lamp, or something like that - something with a little more umph than my little desk lamp.
As for the smoke itself, I used incense sticks poked into the cardboard. Camera settings were ISO100, 1/250 and my best ones came out at about f11 or f14, but I'm sure that could be changed a lot.
Finally I popped it into Photoshop and fiddled with the colors. Fair warning - clean your glass. every tiny little dust speck will show up :)
Anyway, if you aren't checking out my photo365 or flickr pages, here's some incense smoke!