The smoke was generated by a single incense stick which was placed on a bench at a height of around 3 feet. The background was my modelling backdrop (black one) and the light source was my flash placed on the ground, just to the rear of the smoke, facing slightly forward and upwards at about 45 degrees. The camera was tripod mounted and focus set to manual to keep it fixed at the same length, I fired the camera using a remote trigger.
To be honest it's chance as to whether you get any decent images but if you take plenty of shots then a handful come out OK. I then just messed about in Photoshop.