Smoke (real)

Incense, If you are reffering to a "Thurible"
http://en.wikipedia.org/wiki/Censer

Also refferred to as a Censer and used often in Catholic ceremonies, by a priest or other official. They swing it on the end of a chain back and forth as they walk down the aisle.
Double check you fire regulations and by all means be extremely careful. Most Fire marshalls would rather see an open, yet self extinguishing flame onstage rather than something that continues to smolder for as long as possible. I would reccomend not actually burning anything if at all possible.

 

It seems to me you could do something with Van's favorite dust replacement product... Rye Flour. Some sort of open bowl that spills the flour out the sides... I've never seen what a censer looks like on the inside so I can't tell you how to rig it exactly.

 

Those "stage cigarettes" if you are refferring to the ones that are sold by several different theatrical supply companies, actually don't light. they have an LED in the end and only emit "smoke" when the actor blows out as they have a little light-weight powder in them.

I've been thinking about this issue a bit. I went by Hollywood Lights to pick up a confettii cannon this evening and I saw this toy I'm always intrigued by. It looks like a toy gun, you turn it on and it makes smoke, with fog juice, then you pull the trigger and it shoots a smoke ring out the front. Perhaps there is a way to build a battery powered unit, something powered by a 9 volt then use some Nichrome wire or heating element wire the sits in a cup of fog juice, turn it on and the element heats up and starts the fog reaction. If the Censer is swinging side to side, centifugal force is going to keep the fog juice in the bottom of the "cup" while the side to side action is going to agitate the fluid enough to keep it moving and contacting newly heated areas of the element.
Just an idea. Let me know what you come up with, I'm intrigued.

 

What I was refferring to was not an herbal cigarette but a stage cigarette. Even, or possible, Especially when using a cigarette on stage the safety issue has nothing to do with the smell, nicotine or tar content. It's fire. Cigartettes have chemical additives that keep them lit until they run out of fuel, this is exactly the opposite of any stage designed fire effect.
"What fire effect,van? we're talking about a cigarette here." Well yes and you'll find that smoldering cigarettes cause more fires a year than you can shake a stick at. Anytime we have a cigarette onstage we have to file for a "pinky" permit < it's a special permit issued by the city on pink paper, therefore the name> that permit specifies that while the cigarette is lit on stage we must have PAs stationed in the left and right wings doing nothing other than manning fire extinguishers. The cigarette must come offstage and be extinguished in damp sand immediatly.

The dry-ice might work, however the "smoke" is going to fall out of the censer rather than hanging in the air around the censer the way real smoke would.

 

I think if you looked into it you'd find that fire regulations and Theatres have a very tight history. For a while there Theatre fires and PLagues were probably the largest tradgedies that occurred that were preventable. Just because you are not aware of fire codes in your city or state does not mean they don't exist. Personally I don't know of a state that doesn't have SEVERE restrictions on the use of fire onstage. Having a non-self-extinguishing combustion source on stage is dangerous, and without the proper safety precautions, irresponsible.