Smoke Machine - what it says on the tin. Most common, originally developed for the disco market as cheap and unsubtle. A Hand-held machine is probably most useful for photographic effects, as very controllable.
Machines are cheap, but manufacturers make money on the vast amounts of fluid bought, its a bit like Ink Jet printers. Important not to use the wrong fluid, as they all have slightly different formulas and temperatures, so use someone else's fluid and your machine will get bunged-up at the worst possible moment and need frequent cleaning (basically flushing the heating element with water)
Hazer - invisible (ish) haze, ideally can't be seen until you shine a beam of light through it. Widely used on TV, and the best machines are very expensive. MDG Atmosphere is the best but requires Co2 and cost a fortune. DF-50 is the most common machine in use as that is just plug-in and go - expensive to buy but very low running costs.
Not to be confused with so-called "Haze" fluid in a conventional smoke machine, this is just smoke fluid with a longer hang-time, and is still big, clumpy, and very obvious.
Older machines used cracked oil, but these are effectively banned nowadays on health grounds.
Low Fog - adapted Smoke Machine, gives an effect similar to Dry Ice through use of a chiller and special fluid. Never quite as good as proper Dry Ice, but a lot easier to use.
Dry Ice - the old Theatrical favourite, basically involves shovelling cubes of dry ice into a dustbin and blowing a fan over it. No, really, that's all there is to it... don't last very long, maybe 5 minutes of effect, and obtaining & storing dry ice is not at all practicable for most people.
