I've never tried to photograph smoke myself, but I guess I would do it systematically at first. Try colour film with no filter, and then subsequently with each filter you own. Record the order you did it in. Then do the same for black and white. After processing see which one captures the smoke the best. You could probably speed this up by using a, ahem, cough, digital camera, cough, cough. That way you could move on quickly to capturing the photos that you want. Good luck with your photos.