Thanks for all the comments on yesterday's entry, they're much appreciated.

As for how this is done, basically I just followed the instructions on Graham Jeffery's about page:

1. set up a source of smoke in between the camera and a dark background. I used a joss stick.
2. light the scene from the side. I used a halogen table lamp for a modelling light and my flash on an off-camera cord as the main source of illumination.
3. set the exposure accordingly. I used a manual setting of f/8.0 for this shot coupled with a shutter speed of 1/60. From what I've read, if you're using a source of illumination other than flash, you probably need a shutter speed of 1/125 or above.
4. take hundreds of pictures because it's difficult to work out exactly how they're going to turn out ;-)

As far as post-processing goes: both this shot and yesterday's were inverted in Photoshop to give a white background. I guess you could always shoot against a white background in the first place, but I suspect it would be much more difficult to see the smoke.

And that's about it other than to say that yesterday's was colourised and today's was left pretty much as is, other than the application of a rather odd Curve to compensate for the fact that the original was marginally overexposed.