I shot a bunch of smoke using incense sticks and a gridded flash 90 degrees to the camera against a black background. Then several more using a high powered flashlight to move light around through it in patterns.
You can then selectively use what you want, even combine some if needed. As said before, set the blend mode to screen and the black disappears. If you're wanting black smoke, invert the smoke image and set the blend mode to multiply.