I never have the room dark when I shoot smoke, there's no need to. All you need is a black background and a side light. If you take a look at the link in my sig for smoke there's a ton of useful info on how I do it, and different tricks and tips.
Actually, if you go through the first couple of pages in this thread my setup is in there somewhere. My advice is to use the garage if you have one. I do it in my office, but the incense stinks up the house and my wife doesn't care for the smell. Doing it in the garage does a few things...One, it makes your garage, and probably your car, smell pretty. Two, it allows you a lot more room, if you keep the smoke setup farther away from your background you won't have to worry about light spill from the flash hitting the background. It'll also allow you to side-light the smoke so you can get better AF without worrying about the side light causing spill onto the background.