Check out this tutorial
http://www.talkphotography.co.uk/forums/showthread.php?p=2778770#post2778770
I've got some of these smoke pens:
http://uk.rs-online.com/web/search/...d=searchProducts&searchTerm=smoke+pen&x=0&y=0
Expensive I know but the give a much thicker plume of smoke than a joss stick, so they light up better.
Ok the obvious but don't do this in a room with a smoke alarm, or open the door into an area with a smoke alarm. Remember to ventilate the room regularly as you'll be surprised how the smoke builds up.
Be prepared to take several shots and throw lots away, but just occasionally you get some great ones. You don't need to waft the smoe much. I shoot in the conservatory with one small window slightly open. Even you moving about will disturb the smoke.
Use manual focus, with a decent depth of field.
For post production, you can always inverse the picture to make the background white.
Picasso? can you spot the figure at the top and the bulldog?
Groucho?
Pig in a top hat?
Seahorses?