I have just finished up a blog post at www.thephotojourney.com about how to take and process smoke photos. I have created a video on the post processing.
You could end up with results like this.
Firstly I will explain my setup.
Here is my setup.
* Canon 40D
* 17-85mm f4-5.6 lens
* Snooted Vivitar 285 flash @ 1/2 power
* Poverty Wizards for flash
* Cable remote shutter
* Black sheet for a backdrop
* Chair to prop setup up
* Tripod in Portrait position
* Incense sticks on plate
Check my blog for more details.
Hope you get something out of the tutorial.