Smoke
Without 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.
With smoke
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
