Not too shabby for a first time. A few tips...
Use a desk lamp or something for side light, it will help immensely with AF. I use a fluorescent desk lamp and aim it at the smoke in a way that it's not creating spillover onto my backdrop. If necessary I add a piece of cardboard to the side of the light to direct it better.
Flash settings vary with ISO settings, but typically I shoot around 1/8 to 1/64 power, ISO set between 200-800. Noise reduction software can easily remove any noise you get with higher ISO. With a lo power setting you can shoot small bursts to capture the smoke in different forms. also, experiment with gels to color the smoke. I made a few gel holders out of plastic and Velcro them to my snoot for different colors. You also don't need to zoom the flash, with a snoot there's really no reason. If you want to get a softer light, just make a snoot with a wider opening. It'll make the light broader, and you can cover larger areas of smoke.
Shutter speed is almost always at 1/250, aperture varies between f/4 and f/10, usually I stay at f/8 though.
Lens choice makes zero difference, it's all in the focus. I've used plenty of different lenses; 70-200mm f/2.8, 100mm IS L macro, Sig 18-200mm OS, 85mm f/1.4, Nifty Fifty, etc.. Each one does basically the same thing, unless you want to experiment with wider apertures or different framing.
I use incense, and the fun thing about that is I can use more than one stick, makes for some interesting shots.
Check the link in my sig for my setup and processing "tricks", and here's my smoke set
, you can look through it for inspiration or to see how different shots come out.
