Smoke photography is interesting. There are 2 parts to it :

taking the smoke photos
the post processing of the photos

Taking the smoke photos
The keys to a good smoke photo are

gray smoke (chinese joss sticks are the best source of gray smoke based on my own experiences)
black background
side lighting – you need to light the smoke not the background
fast shutter speed of 1/250sec or faster

Post processing of the photos
Once the photos are taken, you will need to post process them. make sure you get the background to be completely black by using …