falls du's auch probieren willst:

Q. How do you create your smoke pictures?
A. Firstly I should point out that the smoke is everyday grey. I have found joss sticks to be the best source of smoke. The smoke is side or back lit and photographed against a black background.

If I want the final picture to have a white background then the whole image is inverted, black becoms white, white becomes black, and grey's stay much the same. The colouring is done in Photoshop by selecting parts of the image with a highly feathered selection and adjusting the colour with hue/saturation or one of the other colour adjustment tools.