Smoke
Smoke or haze is one of the secret ingredients to making something look good. Combined with a hard backlight, you get beautiful crepuscular rays. Even without a hard backlight, it emphasises the z-axis (how close or far things are) by reducing the contrast of distant things, much like a shallow depth of field emphasises the z-axis by blurring anything closer or further away than the subject.
Don't go overboard with it, but do bear it in mind as a useful tool. See Ridley Scott's Alien, Blade Runner, and Legend for some great examples of using a smoke machine.
In my experience, the kind of smoke machine designed for use in clubs works just fine for budget filmmaking. Compared to most filmmaking equipment, they're affordable on even a tight budget, and great value. I recommend getting one.
Cinematography: Smoke
