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I was playing again last night and I agree about the lots-o-lite. I darken the room and use a LED flashlight to shine on the smoke for framing and focus. I use a cheap external flash to light the frame so I can point it from the side or even from behind. I would rather not use the onboard flash because it tends to light the BG but I have to use it to trigger the flash. I have it set to the minimum manual setting for this. I also found that putting some distance between the camera and the smoke is a good way to add to the DOF and since the flash is separate, it can be close.
Also, distance from the smoke to the BG will give you a darker BG.
Don't try to use a higher ISO for more light cuz smoke is pretty noisy already. With this setup, I was able to shoot with my D300 at ISO 200, 1/320 (as fast as I can synch) and f11. I think I'm gonna try one of my more powerful underwater strobes next time.
Then there's Photoshop.....
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...and here are a couple examples of the results:
Escape from a Burning Building

Blue Nude

Confusion

Desire

Rasta Couple


