When the weather is bad, and you are looking for something to inspire your creative process, smoke photography is a good way to get in the mood.
All you need is a camera, some incense, a black background, and an off-camera flash. This should be done in a large room that you can ventilate. As you burn the incense, smoke will accumulate. In addition to producing a haze in your photos, it is not healthy to keep breathing the smoke, even though it may smell nice. I ventilate the shooting space after each incense stick.
The air in the room should be still; free of air currents. Windows and doors should be closed, and furnace or A/C vents should be covered during your shoot. You want the smoke to create its own patterns. Even your breathing can push the smoke around and destroy your shooting opportunities. Learn to relax and be patient.
The setup I use is a small studio flash, using a black honeycomb grid to direct the light, and barn doors to keep the light where I want it. You can accomplish the same thing using a snoot ( a black paper or cardboard tube) to direct the light from your flash straight to the smoke. Make sure that the light does not spill onto your black background, and that it does not enter your lens directly
Your camera should be set to manual focus and manual exposure. Use a high shutter speed which will still sync with the flash to eliminate any contribution from ambient room light. Your aperture should be between f8 and f22 for good depth of field. Use as low an ISO setting as you can to achieve good shots of the smoke. Determine the best exposure using a few test shots. (Very Important! Wait for the flash to completely recycle between your shots.)
Smoke photography is a bit like cloud gazing. Take lots of shots! Each one will be different. Then use your imagination to look for shapes, patterns, faces, etc. Rotate the images. Flip them. Crop them. Mirror them.
The creative process begins when you put the images into your editing software.
Once you are comfortable with basic manipulations, try compositing the images.
True art happens when you use a medium to realize your personal visions.