Brand new guy here, was Googling for photo forums to join, found this one, and found this thread.
I just wanted to mention, I recently gave smoke shots a crack, and got (I think) good results, by kinda cheating a bit. LOL
I don't have a remote trigger for my flash (Canon Speedlite 380ex), so had to get innovative. You might want to give this a try too.
What I did was setup my black backdrop, set the incense on a table about 5 feet in front of that, and my camera (on tripod) about 3 or 4 feet away from that. Adjust to suit your needs.
I used my camera remote trigger, and set my camera to manual, and set the shutter speed to 'bulb' mode, and then set a small aperture (settled on f/18, but probably didn't need that small... I just wanted to ensure focus).
I focused on the unlit incense, then raised my tripod so the stick no longer was in-view, and turned off auto-focus.
This is where I got tricky. I closed all the curtains in the room, and I also did this at night time, for maximum darkness (is "maximum darkness" a real thing? Guess it should be minimal light.

)
I held my flash unit in my left hand, my cameras shutter remote in my right hand, and stuck a flashlight in my pocket, and then turned out the lights in the room. The flashlight was so I could see what I was doing, and it was in my pocket simply because my hands were full. lol
I lit the incense, and once the smoke was going nicely, I turned my flashlight off (putting me in total darkness, or very near to it anyways), then pressed/held the shutter button on the remote (remember, the camera was in bulb mode), and then (here's the kicker) *manually* fired the flash through the smoke using the "pilot" button on the flash unit.
I held the flash quite close to the smoke for maximum lighting, but far enough away that the flash itself was out-of shot. And I fired it sideways through the smoke, so as to avoid light hitting the backdrop or the camera.
Then I let go of the shutter button on the camera to close the shutter.
So, to summarize the chain of events... complete darkness in the room, open camera shutter, manually fire flash through smoke, close camera shutter. The shutter speed in this setup doesn't matter, as the flash is the only source of light.
A sample of the results can be seen here:
Smoke 4 | Flickr - Photo Sharing!
You can then get fancy in post-processing and inverse the colours, apply colour layers, etc.
eg.
Smoke 01 | Flickr - Photo Sharing!
And sometimes you get lucky, and get something like this:
http://www.flickr.com/photos/mothman/5463719865/
and you say... that kinda looks like a dragon, and so you play around in photoshop and get this:
http://www.flickr.com/photos/mothman/5464319240/
Hope this helps.
