So, I had another go at smoke photography after my recent attempts worked out pretty well.
These photos are done with the setup described in this photo, with the flash set to 1/2 power, and barn-doors added to stop the light from hitting the front element of the lens (A Canon 50mm f/1.4 set to f/3.5 or f/4.0, depending on which photo you're looking at). All taken at ISO 100 and 1/1000 second shutter time.
The colours are not added in photoshop - the photos with different colours were achieved by holding a coloured gel between the smoke and the flash light.
For info about how to take these types of photos, check out my article on smoke photography over on my Photocritic blog.